Vantage Knowledge Academy GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.66% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 3.84 | |
| 0.0967 | 12.65 | |
| 0.8954 | 76.02 | |
| -0.0059 | -0.62 |
Estimation Period:
Mar 28, 2016 to Feb 6, 2026
Mar 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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