Eleven Capital AD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.78% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5027 | 8.73 | |
| 0.2112 | 4.90 | |
| 0.1071 | 2.75 | |
| -0.0624 | -0.84 |
Estimation Period:
Apr 22, 2020 to Feb 6, 2026
Apr 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Eleven Capital AD Analyses
Other GJR-GARCH Analyses on International Equities