Matrix It Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:88.76% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 11.44 | |
| 0.0160 | 10.22 | |
| 0.9487 | 572.54 | |
| 0.0556 | 12.73 |
Estimation Period:
Oct 17, 2003 to Feb 12, 2026
Oct 17, 2003 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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