Ytn GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.84% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4722 | 15.34 | |
| 0.2240 | 16.96 | |
| 0.7905 | 97.29 | |
| -0.0758 | -4.25 |
Estimation Period:
Aug 12, 2003 to Feb 13, 2026
Aug 12, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities