Urteste S A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:99.37% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1402 | 4.12 | |
| 0.0562 | 5.61 | |
| 0.9087 | 101.24 | |
| 0.0701 | 2.32 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
News Impact Curve
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