Snowman Logistics GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.42% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1055 | 16.93 | |
| 0.1004 | 10.94 | |
| 0.7333 | 70.11 | |
| 0.0679 | 2.58 |
Estimation Period:
Sep 12, 2014 to Feb 6, 2026
Sep 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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