Trace Group Hold AD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:106.86% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2608 | 9.12 | |
| 0.0853 | 7.38 | |
| 0.8984 | 109.64 | |
| -0.0335 | -2.56 |
Estimation Period:
Sep 12, 2008 to Feb 6, 2026
Sep 12, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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