TP GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.32% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3463 | 21.75 | |
| 0.1353 | 15.41 | |
| 0.8479 | 210.09 | |
| -0.0208 | -1.45 |
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Dec 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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