Text SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.88% (+9.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5874 | 16.82 | |
| 0.1191 | 9.15 | |
| 0.6072 | 35.51 | |
| 0.0621 | 1.99 |
Estimation Period:
Apr 11, 2014 to Feb 6, 2026
Apr 11, 2014 to Feb 6, 2026
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