Ml System Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.61% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 3.84 | |
| 0.0163 | 5.83 | |
| 0.9729 | 283.07 | |
| 0.0164 | 2.46 |
Estimation Period:
Sep 6, 2018 to Feb 6, 2026
Sep 6, 2018 to Feb 6, 2026
News Impact Curve
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