Supreme Distribution Public GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.53% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 0.98 | |
| 0.0100 | 0.95 | |
| 0.9845 | 145.23 | |
| -0.0100 | -0.98 |
Estimation Period:
May 2, 2024 to Feb 6, 2026
May 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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