Livermore Investments Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.14% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4814 | 11.36 | |
| 0.1092 | 11.85 | |
| 0.8207 | 109.69 | |
| 0.0679 | 3.49 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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