TP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.94% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3462 | 21.77 | |
| 0.1348 | 15.40 | |
| 0.8484 | 210.77 | |
| -0.0207 | -1.45 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
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