Mozaffar Hossain Spinning GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:44.09% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 5.13 | |
| 0.0865 | 9.08 | |
| 0.9054 | 172.16 | |
| 0.0161 | 1.03 |
Estimation Period:
Jan 21, 2014 to Feb 5, 2026
Jan 21, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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