Master Style Public Company GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.37% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1456 | 9.01 | |
| 0.0262 | 3.26 | |
| 0.7701 | 40.14 | |
| 0.1826 | 5.14 |
Estimation Period:
Jan 25, 2023 to Feb 6, 2026
Jan 25, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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