Icapital Investment Joint GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.63% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7386 | 19.66 | |
| 0.1633 | 17.76 | |
| 0.7831 | 137.98 | |
| -0.0094 | -0.59 |
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Jan 30, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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