Manati Capital Hedge Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.79% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 5.93 | |
| 0.0481 | 6.90 | |
| 0.9126 | 96.02 | |
| 0.0350 | 1.87 |
Estimation Period:
Aug 29, 2022 to Feb 6, 2026
Aug 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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