Postprime Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:105.68% (-11.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3960 | 3.57 | |
| 0.1452 | 5.54 | |
| 0.8066 | 33.51 | |
| 0.0965 | 2.28 |
Estimation Period:
Jun 20, 2024 to Feb 13, 2026
Jun 20, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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