PhenixFIN Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.77% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2743 | 12.96 | |
| 0.1530 | 10.61 | |
| 0.7258 | 64.26 | |
| 0.1525 | 6.39 |
Estimation Period:
Jan 20, 2011 to Feb 13, 2026
Jan 20, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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