Future Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.56% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1236 | 15.83 | |
| 0.0595 | 19.04 | |
| 0.9100 | 283.39 | |
| 0.0456 | 7.73 |
Estimation Period:
Jun 29, 1999 to Feb 13, 2026
Jun 29, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities