Hanon Systems GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:88.07% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3579 | 12.13 | |
| 0.0737 | 16.33 | |
| 0.8965 | 260.77 | |
| -0.0172 | -1.74 |
Estimation Period:
Jul 31, 1996 to Feb 13, 2026
Jul 31, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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