Integrated Research Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.03% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 4.40 | |
| 0.0053 | 4.83 | |
| 0.9816 | 740.85 | |
| 0.0179 | 7.06 |
Estimation Period:
Dec 13, 2000 to Feb 6, 2026
Dec 13, 2000 to Feb 6, 2026
News Impact Curve
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