Vcu Data Management Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.41% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1146 | 14.80 | |
| 0.1647 | 10.78 | |
| 0.7704 | 58.78 | |
| -0.0693 | -3.46 |
Estimation Period:
Oct 23, 2013 to Feb 6, 2026
Oct 23, 2013 to Feb 6, 2026
News Impact Curve
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