Gl Events GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.11% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 8.28 | |
| 0.0267 | 11.30 | |
| 0.9620 | 315.00 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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