Raoom Trading Company GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:33.28% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3889 | 7.45 | |
| 0.0877 | 8.01 | |
| 0.8775 | 79.07 | |
| -0.0371 | -2.07 |
Estimation Period:
Feb 21, 2022 to Feb 12, 2026
Feb 21, 2022 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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