Stylecraft GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.68% (+6.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2155 | 16.88 | |
| 0.1516 | 18.88 | |
| 0.8381 | 157.41 | |
| -0.0124 | -0.82 |
Estimation Period:
Oct 19, 2009 to Feb 5, 2026
Oct 19, 2009 to Feb 5, 2026
News Impact Curve
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