Crooz Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.20% (+15.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4112 | 16.72 | |
| 0.1865 | 17.60 | |
| 0.7506 | 83.26 | |
| -0.0181 | -1.12 |
Estimation Period:
Feb 14, 2007 to Feb 13, 2026
Feb 14, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities