Gl Events GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.00% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1583 | 11.93 | |
| 0.0725 | 15.71 | |
| 0.9074 | 193.03 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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