I3 System Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:76.14% (-18.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4161 | 14.49 | |
| 0.4409 | 11.44 | |
| 0.5508 | 25.82 | |
| -0.1927 | -3.58 |
Estimation Period:
Jul 15, 2020 to Feb 13, 2026
Jul 15, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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