Vantage Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.95% (+18.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.11 | |
| 0.9757 | 6.67 | |
| 0.1257 | 3.20 | |
| -0.2029 | -0.44 |
Estimation Period:
Jun 12, 2025 to Feb 6, 2026
Jun 12, 2025 to Feb 6, 2026
News Impact Curve
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