Sonali Aansh GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.49% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2761 | 14.82 | |
| 0.1050 | 15.22 | |
| 0.8748 | 180.67 | |
| -0.0140 | -1.20 |
Estimation Period:
Oct 29, 2009 to Feb 5, 2026
Oct 29, 2009 to Feb 5, 2026
News Impact Curve
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