Region Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.62% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 12.05 | |
| 0.0323 | 8.96 | |
| 0.9458 | 314.23 | |
| 0.0166 | 1.82 |
Estimation Period:
Nov 26, 2012 to Feb 6, 2026
Nov 26, 2012 to Feb 6, 2026
News Impact Curve
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