International Packaging Film GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.33% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9925 | 11.49 | |
| 0.2510 | 4.64 | |
| 0.1204 | 2.45 | |
| 0.0107 | 0.08 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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