Victory Supermarket Chain GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.09% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1345 | 13.71 | |
| 0.0483 | 14.46 | |
| 0.8652 | 136.01 | |
| 0.0621 | 6.08 |
Estimation Period:
Jun 1, 2011 to Feb 6, 2026
Jun 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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