Randon Impl Part GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.35% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1233 | 13.95 | |
| 0.0409 | 9.18 | |
| 0.9319 | 366.32 | |
| 0.0294 | 3.89 |
Estimation Period:
Dec 13, 2004 to Feb 6, 2026
Dec 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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