Monika Alcobev Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.35% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1481 | 1.20 | |
| 0.0000 | 0.00 | |
| 0.9469 | 37.86 | |
| 0.0270 | 0.29 |
Estimation Period:
Jul 23, 2025 to Jan 30, 2026
Jul 23, 2025 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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