grems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.85% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4577 | 15.48 | |
| 0.2847 | 11.74 | |
| 0.6087 | 37.70 | |
| -0.0868 | -3.02 |
Estimation Period:
Mar 16, 2009 to Feb 6, 2026
Mar 16, 2009 to Feb 6, 2026
News Impact Curve
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