It Way GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.26% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3901 | 14.53 | |
| 0.2344 | 15.02 | |
| 0.6324 | 46.26 | |
| 0.1299 | 3.13 |
Estimation Period:
Aug 16, 2010 to Feb 13, 2026
Aug 16, 2010 to Feb 13, 2026
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