Roots Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.76% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7409 | 12.74 | |
| 0.1125 | 10.38 | |
| 0.7801 | 72.25 | |
| 0.0803 | 2.65 |
Estimation Period:
Oct 25, 2017 to Feb 6, 2026
Oct 25, 2017 to Feb 6, 2026
News Impact Curve
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