One More Level Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.72% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4837 | 6.65 | |
| 0.2065 | 18.78 | |
| 0.8090 | 108.12 | |
| -0.0310 | -1.51 |
Estimation Period:
Mar 6, 2014 to Feb 6, 2026
Mar 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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