Stormtec GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.95% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4148 | 9.66 | |
| 0.1198 | 7.25 | |
| 0.8201 | 45.96 | |
| -0.0890 | -3.21 |
Estimation Period:
Nov 20, 2023 to Jan 30, 2026
Nov 20, 2023 to Jan 30, 2026
News Impact Curve
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