Velgraf Asset Management GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:19.62% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5269 | 5.78 | |
| 0.0817 | 1.88 | |
| 0.0000 | 0.00 | |
| -0.0376 | -0.56 |
Estimation Period:
Feb 7, 2011 to Jan 30, 2026
Feb 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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