Farcent Enterprise GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.61% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 13.66 | |
| 0.1337 | 20.80 | |
| 0.9032 | 324.41 | |
| -0.0736 | -9.04 |
Estimation Period:
Feb 15, 2002 to Feb 6, 2026
Feb 15, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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