Pricer Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:87.04% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 6.49 | |
| 0.0235 | 11.78 | |
| 0.9649 | 676.15 | |
| 0.0197 | 4.24 |
Estimation Period:
Aug 20, 1997 to Feb 6, 2026
Aug 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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