Synthetica Ad-Sofia GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:205.24% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 3.38 | |
| 0.0485 | 1.14 | |
| 0.9721 | 168.16 | |
| -0.0413 | -1.11 |
Estimation Period:
May 20, 2013 to Jan 1, 2026
May 20, 2013 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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