Remak Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.22% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9232 | 18.56 | |
| 0.1047 | 16.93 | |
| 0.8074 | 112.57 | |
| -0.0027 | -0.29 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
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