Waja Company GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.52% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 3.61 | |
| 0.0776 | 4.26 | |
| 0.8792 | 46.64 | |
| 0.0198 | 0.67 |
Estimation Period:
Mar 11, 2023 to Feb 5, 2026
Mar 11, 2023 to Feb 5, 2026
News Impact Curve
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