Rossmax Intl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.95% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4323 | 24.11 | |
| 0.1753 | 25.93 | |
| 0.7685 | 151.87 | |
| -0.0076 | -0.63 |
Estimation Period:
Sep 2, 2003 to Feb 11, 2026
Sep 2, 2003 to Feb 11, 2026
News Impact Curve
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