Pc Direct GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.61% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2902 | 13.21 | |
| 0.1076 | 12.72 | |
| 0.8852 | 176.80 | |
| -0.0137 | -1.00 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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