Reward Wool GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.30% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 12.70 | |
| 0.0942 | 13.95 | |
| 0.8943 | 284.16 | |
| 0.0125 | 1.01 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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