Stcube GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.53% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8230 | 13.14 | |
| 0.0982 | 10.95 | |
| 0.8796 | 179.87 | |
| -0.0215 | -1.53 |
Estimation Period:
Mar 6, 2007 to Feb 6, 2026
Mar 6, 2007 to Feb 6, 2026
News Impact Curve
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