Odigma Consultancy Solutions GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.79% (-16.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8660 | 10.32 | |
| 0.3675 | 10.90 | |
| 0.5508 | 22.17 | |
| -0.0678 | -1.30 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
News Impact Curve
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