TP GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.71% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3476 | 21.78 | |
| 0.1357 | 15.42 | |
| 0.8477 | 209.82 | |
| -0.0211 | -1.47 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
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