SPC SAMLIP GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.52% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0997 | 14.01 | |
| 0.1051 | 19.86 | |
| 0.9025 | 405.80 | |
| -0.0191 | -2.30 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities