OB System Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.87% (+12.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2620 | 8.09 | |
| 0.2439 | 9.51 | |
| 0.6918 | 27.54 | |
| 0.1286 | 2.05 |
Estimation Period:
Jun 21, 2023 to Feb 13, 2026
Jun 21, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other OB System Inc Analyses
Other GJR-GARCH Analyses on International Equities