Streamwide GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.16% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8392 | 12.08 | |
| 0.1577 | 6.10 | |
| 0.7069 | 34.36 | |
| -0.0213 | -0.49 |
Estimation Period:
Apr 15, 2021 to Feb 6, 2026
Apr 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities