Team Consulting En GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.15% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1361 | 11.22 | |
| 0.1221 | 8.17 | |
| 0.8851 | 121.36 | |
| -0.0144 | -0.85 |
Estimation Period:
Jul 12, 2018 to Feb 6, 2026
Jul 12, 2018 to Feb 6, 2026
News Impact Curve
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