Impax Asset Management Grp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.99% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1540 | 5.08 | |
| 0.0000 | 0.00 | |
| 0.9788 | 272.71 | |
| 0.0145 | 4.15 |
Estimation Period:
Nov 16, 2020 to Feb 6, 2026
Nov 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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