Vilkyskiu Pienine GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.73% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1365 | 13.81 | |
| 0.1143 | 16.27 | |
| 0.8296 | 141.59 | |
| 0.0204 | 1.57 |
Estimation Period:
May 19, 2006 to Feb 6, 2026
May 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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