Iteyes Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:95.51% (+32.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2393 | 10.98 | |
| 0.2459 | 7.50 | |
| 0.3826 | 10.08 | |
| 0.4055 | 4.31 |
Estimation Period:
Nov 11, 2021 to Jan 30, 2026
Nov 11, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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