Bruno Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.50% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 4.87 | |
| 0.0346 | 8.72 | |
| 0.9700 | 525.47 | |
| -0.0092 | -1.62 |
Estimation Period:
Aug 20, 2008 to Feb 6, 2026
Aug 20, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities