Midsummer Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:126.98% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2470 | 9.71 | |
| 0.1136 | 7.90 | |
| 0.8661 | 102.91 | |
| -0.0141 | -0.84 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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