Spiderplus & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:70.14% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6003 | 11.46 | |
| 0.2234 | 10.48 | |
| 0.6312 | 29.26 | |
| -0.0771 | -2.21 |
Estimation Period:
Mar 30, 2021 to Feb 13, 2026
Mar 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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