Market Creators GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:60.10% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2316 | 4.57 | |
| 0.1259 | 14.24 | |
| 0.8726 | 102.03 | |
| -0.0459 | -3.49 |
Estimation Period:
Feb 10, 2009 to Jan 30, 2026
Feb 10, 2009 to Jan 30, 2026
News Impact Curve
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