Vertex Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:74.76% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4934 | 6.88 | |
| 0.0034 | 0.65 | |
| 0.8225 | 42.07 | |
| 0.0983 | 6.41 |
Estimation Period:
Jul 29, 2020 to Feb 6, 2026
Jul 29, 2020 to Feb 6, 2026
News Impact Curve
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