Intl Csrc Invstmnt Hldgs Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.31% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0881 | 16.59 | |
| 0.1255 | 29.83 | |
| 0.8754 | 306.07 | |
| -0.0163 | -2.50 |
Estimation Period:
Jun 26, 1990 to Feb 6, 2026
Jun 26, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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