HT5 AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.55% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5482 | 7.86 | |
| 0.2232 | 6.19 | |
| 0.6076 | 21.80 | |
| -0.0770 | -1.68 |
Estimation Period:
Jun 9, 2015 to Feb 13, 2026
Jun 9, 2015 to Feb 13, 2026
News Impact Curve
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