ONTIDE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:78.35% (+34.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8534 | 22.34 | |
| 0.1727 | 23.80 | |
| 0.8107 | 159.44 | |
| -0.0466 | -4.16 |
Estimation Period:
Dec 25, 1996 to Feb 20, 2026
Dec 25, 1996 to Feb 20, 2026
News Impact Curve
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