CIE Financiere Tradition GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.89% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2608 | 7.16 | |
| 0.0539 | 4.35 | |
| 0.8343 | 42.09 | |
| 0.0505 | 2.63 |
Estimation Period:
Mar 27, 2015 to Feb 13, 2026
Mar 27, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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