Gaeasoft GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:48.75% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4718 | 17.83 | |
| 0.1144 | 19.90 | |
| 0.8730 | 226.70 | |
| -0.0207 | -2.33 |
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