Concord Intl Securities GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.21% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3491 | 18.65 | |
| 0.2021 | 15.25 | |
| 0.7545 | 107.03 | |
| -0.0466 | -2.27 |
Estimation Period:
Apr 16, 2009 to Jan 30, 2026
Apr 16, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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