Gl Events GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.02% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 5.74 | |
| 0.0038 | 2.14 | |
| 0.9646 | 439.23 | |
| 0.0396 | 6.27 |
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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