Westwood Salient EN MDS Incm GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.48% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5293 | 14.92 | |
| 0.1546 | 5.27 | |
| 0.1374 | 3.46 | |
| 0.6679 | 2.43 |
Estimation Period:
Apr 9, 2024 to Feb 6, 2026
Apr 9, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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