Solomon Data International GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.13% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8773 | 23.91 | |
| 0.2034 | 21.69 | |
| 0.7232 | 115.07 | |
| -0.0128 | -0.80 |
Estimation Period:
Sep 12, 2006 to Feb 6, 2026
Sep 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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