Sonmez Filament GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.37% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1082 | 24.22 | |
| 0.2188 | 22.95 | |
| 0.7493 | 145.11 | |
| -0.0182 | -1.19 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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