Quebecor Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.70% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0727 | 23.19 | |
| 0.0763 | 14.43 | |
| 0.8773 | 245.13 | |
| 0.0496 | 6.57 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities