Gl Events GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.45% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 4.06 | |
| 0.0117 | 5.22 | |
| 0.9661 | 294.73 | |
| 0.0349 | 4.97 |
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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