SBO AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.80% (+46.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2465 | 7.15 | |
| 0.4567 | 4.49 | |
| 0.5404 | 15.42 | |
| -0.2020 | -1.15 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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