Textmagic As GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.52% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8338 | 10.97 | |
| 0.3281 | 6.56 | |
| 0.5381 | 17.85 | |
| 0.2675 | 2.13 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
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