Bbreak Systems GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.30% (-6.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1914 | 9.70 | |
| 0.1929 | 8.15 | |
| 0.8282 | 86.98 | |
| -0.0631 | -2.06 |
Estimation Period:
Jun 16, 2017 to Feb 13, 2026
Jun 16, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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