Wpg Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.05% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 12.56 | |
| 0.0905 | 19.30 | |
| 0.9114 | 225.60 | |
| -0.0244 | -3.63 |
Estimation Period:
Nov 11, 2005 to Feb 11, 2026
Nov 11, 2005 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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