Brass Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.79% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0414 | 19.56 | |
| 0.4134 | 14.57 | |
| 0.5862 | 53.88 | |
| -0.0884 | -1.72 |
Estimation Period:
Mar 9, 2016 to Feb 13, 2026
Mar 9, 2016 to Feb 13, 2026
News Impact Curve
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