Zegona Communications GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.94% (-18.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0994 | 12.95 | |
| 0.3939 | 10.73 | |
| 0.4916 | 21.88 | |
| -0.1033 | -1.63 |
Estimation Period:
Jul 29, 2015 to Feb 6, 2026
Jul 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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