Nantex Industry GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.63% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0763 | 15.18 | |
| 0.0836 | 20.27 | |
| 0.9157 | 394.55 | |
| -0.0277 | -4.68 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nantex Industry Analyses
Other GJR-GARCH Analyses on International Equities