System1 Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.99% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 3.54 | |
| 0.1065 | 7.07 | |
| 0.8773 | 143.91 | |
| 0.0325 | 1.00 |
Estimation Period:
Jun 17, 2020 to Feb 6, 2026
Jun 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities