Stonehenge Inter Public Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.25% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0836 | 9.41 | |
| 0.1609 | 6.44 | |
| 0.8675 | 164.17 | |
| -0.0666 | -1.52 |
Estimation Period:
Dec 19, 2018 to Feb 6, 2026
Dec 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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