Power Generation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.33% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2839 | 9.96 | |
| 0.2286 | 8.49 | |
| 0.7470 | 42.84 | |
| -0.1053 | -2.87 |
Estimation Period:
Feb 10, 2022 to Feb 6, 2026
Feb 10, 2022 to Feb 6, 2026
News Impact Curve
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