DKME GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:20.89% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2605 | 20.64 | |
| 0.1341 | 22.28 | |
| 0.8496 | 213.20 | |
| 0.0298 | 3.10 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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