Predictive Discovery Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.57% (+8.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3669 | 6.77 | |
| 0.0563 | 12.07 | |
| 0.9149 | 301.76 | |
| 0.0550 | 5.14 |
Estimation Period:
Dec 1, 2010 to Feb 6, 2026
Dec 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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