Pricer AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.83% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1367 | 10.10 | |
| 0.0194 | 10.35 | |
| 0.9536 | 485.54 | |
| 0.0386 | 7.75 |
Estimation Period:
Apr 10, 1995 to Feb 6, 2026
Apr 10, 1995 to Feb 6, 2026
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