Span DD (Zgse Span) - Span GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.89% (-7.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1550 | 14.32 | |
| 0.3452 | 7.39 | |
| 0.3962 | 11.89 | |
| -0.2148 | -3.69 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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