NPC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.54% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 11.10 | |
| 0.0762 | 17.14 | |
| 0.9219 | 345.66 | |
| -0.0048 | -0.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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