Tappalpha ITN 100 GW & DL IM GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.68% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 4.74 | |
| 0.0000 | 0.00 | |
| 0.9441 | 43.67 | |
| 0.0149 | 0.34 |
Estimation Period:
Sep 4, 2025 to Feb 6, 2026
Sep 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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