Agv Products GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.29% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 20.21 | |
| 0.1393 | 28.23 | |
| 0.8650 | 288.73 | |
| -0.0097 | -1.20 |
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Feb 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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