Interactive Brokers Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.38% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1755 | 22.10 | |
| 0.0562 | 15.48 | |
| 0.8548 | 198.52 | |
| 0.1119 | 12.10 |
Estimation Period:
May 4, 2007 to Feb 20, 2026
May 4, 2007 to Feb 20, 2026
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