E-World GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:48.15% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6012 | 14.33 | |
| 0.1576 | 17.70 | |
| 0.8298 | 134.07 | |
| -0.0354 | -2.12 |
Estimation Period:
Jul 26, 2005 to Feb 13, 2026
Jul 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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