NPC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.54% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 11.09 | |
| 0.0761 | 17.13 | |
| 0.9219 | 345.81 | |
| -0.0048 | -0.66 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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