Techstep Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.19% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 5.86 | |
| 0.0178 | 10.01 | |
| 0.9735 | 634.62 | |
| 0.0147 | 3.72 |
Estimation Period:
Jun 20, 2002 to Jan 30, 2026
Jun 20, 2002 to Jan 30, 2026
News Impact Curve
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