Innovators Facade GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.16% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5268 | 11.80 | |
| 0.1236 | 8.90 | |
| 0.7056 | 42.03 | |
| -0.0057 | -0.22 |
Estimation Period:
May 24, 2018 to Feb 13, 2026
May 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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