Bnp Paribas GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.10% (+3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1486 | 12.13 | |
| 0.0408 | 6.12 | |
| 0.8742 | 196.71 | |
| 0.0896 | 8.25 |
Estimation Period:
Jan 10, 2013 to Feb 13, 2026
Jan 10, 2013 to Feb 13, 2026
News Impact Curve
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