Infollion Research Services GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.80% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5203 | 9.72 | |
| 0.2218 | 4.26 | |
| 0.5115 | 12.46 | |
| -0.1516 | -2.12 |
Estimation Period:
Jun 8, 2023 to Feb 6, 2026
Jun 8, 2023 to Feb 6, 2026
News Impact Curve
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