International Genius Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 2nd, 2025:70.69% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9823 | 17.33 | |
| 0.1620 | 14.66 | |
| 0.7140 | 67.93 | |
| 0.1005 | 3.57 |
Estimation Period:
Nov 19, 2007 to Sep 30, 2025
Nov 19, 2007 to Sep 30, 2025
News Impact Curve
Volatility Forecasts
Other International Genius Co Analyses
Other GJR-GARCH Analyses on International Equities