Hanon Systems GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:108.55% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3637 | 12.24 | |
| 0.0755 | 16.39 | |
| 0.8948 | 258.45 | |
| -0.0180 | -1.79 |
Estimation Period:
Jul 31, 1996 to Feb 20, 2026
Jul 31, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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