Innomet Advanced Materials L GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.39% (-6.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.88 | |
| 0.1842 | 6.26 | |
| 0.5042 | 9.97 | |
| -0.0318 | -0.59 |
Estimation Period:
Sep 18, 2024 to Feb 13, 2026
Sep 18, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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