Swasti Vinayaka Synthetics GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.01% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1849 | 17.35 | |
| 0.2219 | 16.55 | |
| 0.6542 | 50.80 | |
| -0.0435 | -2.14 |
Estimation Period:
Oct 18, 2010 to Feb 6, 2026
Oct 18, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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