Union Coop GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.47% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4640 | 9.06 | |
| 0.6221 | 7.12 | |
| 0.4469 | 10.89 | |
| -0.4867 | -5.49 |
Estimation Period:
Jul 18, 2022 to Feb 12, 2026
Jul 18, 2022 to Feb 12, 2026
News Impact Curve
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