Lubelski Wegiel Bogdanka Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.02% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2595 | 13.30 | |
| 0.1148 | 10.53 | |
| 0.8265 | 104.72 | |
| 0.0505 | 3.58 |
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Jul 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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