Spectrum Electrical Industry GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.99% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 3.79 | |
| 0.0822 | 4.91 | |
| 0.9304 | 120.16 | |
| -0.0394 | -2.02 |
Estimation Period:
Oct 1, 2018 to Feb 6, 2026
Oct 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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