Madhucon Projects GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.19% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3855 | 22.32 | |
| 0.1360 | 19.50 | |
| 0.7411 | 92.70 | |
| 0.0299 | 2.13 |
Estimation Period:
Feb 24, 2006 to Feb 6, 2026
Feb 24, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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