Aucnet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.14% (+16.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6791 | 11.99 | |
| 0.1550 | 7.13 | |
| 0.5312 | 17.07 | |
| 0.0018 | 0.06 |
Estimation Period:
Mar 29, 2017 to Feb 13, 2026
Mar 29, 2017 to Feb 13, 2026
News Impact Curve
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