Penguen Gida GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.97% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7539 | 22.89 | |
| 0.1547 | 22.16 | |
| 0.7918 | 154.93 | |
| -0.0122 | -1.04 |
Estimation Period:
Apr 21, 1998 to Feb 6, 2026
Apr 21, 1998 to Feb 6, 2026
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