Uniform Industrial GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.87% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 13.56 | |
| 0.0655 | 15.71 | |
| 0.9250 | 371.62 | |
| -0.0035 | -0.45 |
Estimation Period:
Sep 18, 2001 to Feb 6, 2026
Sep 18, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Uniform Industrial Analyses
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