Source Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.45% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 27.34 | |
| 0.0668 | 20.27 | |
| 0.8670 | 335.28 | |
| 0.0849 | 11.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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