Rafael Holdings, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.68% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3989 | 6.48 | |
| 0.3310 | 5.98 | |
| 0.5305 | 14.08 | |
| 0.1450 | 1.63 |
Estimation Period:
Mar 27, 2018 to Feb 13, 2026
Mar 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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