Waberer'S GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.57% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6455 | 12.25 | |
| 0.2025 | 8.99 | |
| 0.7437 | 56.41 | |
| -0.0345 | -1.04 |
Estimation Period:
Jul 6, 2017 to Feb 13, 2026
Jul 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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