Pan International Industrial GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.14% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1414 | 14.64 | |
| 0.0792 | 17.33 | |
| 0.9013 | 276.97 | |
| 0.0088 | 1.22 |
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Mar 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pan International Industrial Analyses
Other GJR-GARCH Analyses on International Equities