Solidere GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:27.32% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4788 | 25.71 | |
| 0.2664 | 24.12 | |
| 0.6824 | 99.88 | |
| -0.0191 | -1.02 |
Estimation Period:
Apr 15, 1997 to Nov 7, 2025
Apr 15, 1997 to Nov 7, 2025
News Impact Curve
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