Galle Face Capital Partners GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:76.89% (-6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0859 | 15.28 | |
| 0.1096 | 11.76 | |
| 0.7962 | 82.28 | |
| 0.0258 | 1.36 |
Estimation Period:
Jan 17, 2011 to Feb 6, 2026
Jan 17, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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