Travaux Generaux De GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.14% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1435 | 14.46 | |
| 0.2127 | 9.16 | |
| 0.4280 | 13.96 | |
| 0.0488 | 1.18 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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