Igloo Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5464 | 15.45 | |
| 0.1430 | 13.30 | |
| 0.7026 | 59.20 | |
| 0.0353 | 1.99 |
Estimation Period:
Aug 5, 2010 to Feb 13, 2026
Aug 5, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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