Spritzer BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.66% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 6.14 | |
| 0.0265 | 10.44 | |
| 0.9738 | 550.47 | |
| -0.0048 | -1.15 |
Estimation Period:
Aug 19, 2002 to Feb 6, 2026
Aug 19, 2002 to Feb 6, 2026
News Impact Curve
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