VM Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.51% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5020 | 9.53 | |
| 0.0377 | 8.02 | |
| 0.9000 | 112.79 | |
| 0.0331 | 2.41 |
Estimation Period:
Aug 23, 2018 to Feb 6, 2026
Aug 23, 2018 to Feb 6, 2026
News Impact Curve
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