Riskmonster.Com GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.68% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1764 | 12.97 | |
| 0.1384 | 22.98 | |
| 0.8585 | 203.96 | |
| -0.0179 | -1.79 |
Estimation Period:
Mar 28, 2005 to Feb 13, 2026
Mar 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Riskmonster.Com Analyses
Other GJR-GARCH Analyses on International Equities