Pinetree Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.07% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4913 | 13.42 | |
| 0.0644 | 17.43 | |
| 0.8961 | 346.11 | |
| 0.0535 | 5.76 |
Estimation Period:
Dec 16, 1999 to Feb 13, 2026
Dec 16, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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