BBD Initiative Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.42% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3711 | 16.22 | |
| 0.3767 | 17.83 | |
| 0.5784 | 39.66 | |
| -0.0729 | -1.81 |
Estimation Period:
Dec 18, 2017 to Feb 6, 2026
Dec 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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