Safie Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:53.43% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 4.83 | |
| 0.0347 | 7.29 | |
| 0.9451 | 211.24 | |
| 0.0223 | 2.36 |
Estimation Period:
Sep 29, 2021 to Feb 13, 2026
Sep 29, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities