Pervez Ahmed Consultancy GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.87% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3542 | 25.22 | |
| 0.2274 | 13.17 | |
| 0.6705 | 68.77 | |
| 0.0092 | 0.34 |
Estimation Period:
Feb 12, 2008 to Feb 6, 2026
Feb 12, 2008 to Feb 6, 2026
News Impact Curve
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