Keyrus GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.87% (+7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1024 | 6.14 | |
| 0.3021 | 6.32 | |
| 0.6326 | 20.90 | |
| -0.2421 | -4.23 |
Estimation Period:
Mar 2, 2021 to Feb 6, 2026
Mar 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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