Hanon Systems GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:67.34% (+6.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3306 | 11.54 | |
| 0.0684 | 15.62 | |
| 0.9033 | 272.82 | |
| -0.0155 | -1.63 |
Estimation Period:
Jul 31, 1996 to Jan 30, 2026
Jul 31, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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