Sce Intelligent Commercial GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:98.77% (-8.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5989 | 8.32 | |
| 0.1096 | 3.73 | |
| 0.8319 | 35.94 | |
| 0.0022 | 0.06 |
Estimation Period:
Jul 2, 2021 to Feb 6, 2026
Jul 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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