Mitcon Consultancy & Enginee GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:58.14% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3560 | 9.69 | |
| 0.1574 | 3.58 | |
| 0.6834 | 25.34 | |
| 0.0838 | 1.36 |
Estimation Period:
Aug 13, 2024 to Jun 6, 2025
Aug 13, 2024 to Jun 6, 2025
News Impact Curve
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