Supermarket Income GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.50% (-5.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.47 | |
| 0.2003 | 4.75 | |
| 0.0365 | 0.79 | |
| 0.3148 | 3.14 |
Estimation Period:
Dec 17, 2024 to Feb 6, 2026
Dec 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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