Protektor Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.45% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0780 | 7.60 | |
| 0.0568 | 9.39 | |
| 0.9331 | 169.55 | |
| 0.0028 | 0.28 |
Estimation Period:
May 13, 2009 to Feb 6, 2026
May 13, 2009 to Feb 6, 2026
News Impact Curve
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