Izostal Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.31% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2146 | 15.96 | |
| 0.0767 | 12.54 | |
| 0.8479 | 140.82 | |
| 0.0462 | 2.80 |
Estimation Period:
Apr 4, 2011 to Feb 6, 2026
Apr 4, 2011 to Feb 6, 2026
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