Bg T&A Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.60% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6646 | 14.76 | |
| 0.1962 | 21.97 | |
| 0.7657 | 89.35 | |
| 0.0329 | 1.89 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities