Shift Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.42% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4087 | 8.61 | |
| 0.0530 | 8.11 | |
| 0.8329 | 62.75 | |
| 0.0233 | 1.74 |
Estimation Period:
Nov 14, 2014 to Feb 13, 2026
Nov 14, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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