Olgerdin Egill Skallagrimss GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.79% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3012 | 9.67 | |
| 0.1312 | 6.56 | |
| 0.6774 | 28.80 | |
| 0.0367 | 0.85 |
Estimation Period:
Jun 9, 2022 to Feb 6, 2026
Jun 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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