Tappalpha SPY Gwth & DLY Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.15% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 4.10 | |
| 0.0000 | 0.00 | |
| 0.8505 | 34.08 | |
| 0.1571 | 3.14 |
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Aug 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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