Core Concept Technologies In GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:70.29% (-20.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.83 | |
| 0.3880 | 10.67 | |
| 0.4050 | 11.67 | |
| 0.0075 | 0.08 |
Estimation Period:
Sep 22, 2021 to Feb 13, 2026
Sep 22, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Core Concept Technologies In Analyses
Other GJR-GARCH Analyses on International Equities