Mezza Qstp LLC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:15.55% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 4.30 | |
| 0.1153 | 3.92 | |
| 0.8876 | 87.52 | |
| -0.0949 | -2.54 |
Estimation Period:
Aug 23, 2023 to Feb 5, 2026
Aug 23, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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