SPC SAMLIP GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.16% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0988 | 14.03 | |
| 0.1050 | 19.86 | |
| 0.9027 | 407.16 | |
| -0.0191 | -2.30 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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