LS Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:77.92% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0963 | 19.20 | |
| 0.0559 | 20.39 | |
| 0.9197 | 511.79 | |
| 0.0298 | 6.14 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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