E-World GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.19% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6010 | 14.33 | |
| 0.1575 | 17.70 | |
| 0.8298 | 134.05 | |
| -0.0353 | -2.11 |
Estimation Period:
Jul 26, 2005 to Feb 20, 2026
Jul 26, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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