Vee Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.40% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5575 | 10.51 | |
| 0.1225 | 10.38 | |
| 0.8414 | 96.42 | |
| 0.0414 | 1.76 |
Estimation Period:
May 10, 2016 to Feb 6, 2026
May 10, 2016 to Feb 6, 2026
News Impact Curve
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