Myhotelmatch SACA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:102.53% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3611 | 7.00 | |
| 0.0551 | 7.20 | |
| 0.9259 | 247.16 | |
| 0.0207 | 1.40 |
Estimation Period:
Sep 18, 1990 to Feb 6, 2026
Sep 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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