Wavestone GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.48% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 16.45 | |
| 0.0542 | 10.73 | |
| 0.8942 | 195.66 | |
| 0.0640 | 7.91 |
Estimation Period:
Feb 10, 2000 to Feb 6, 2026
Feb 10, 2000 to Feb 6, 2026
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