Nahar Spinning GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.00% (-6.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1390 | 20.77 | |
| 0.1489 | 15.49 | |
| 0.7561 | 75.77 | |
| -0.0180 | -1.33 |
Estimation Period:
Sep 22, 1994 to Feb 6, 2026
Sep 22, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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