Sporton International GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.26% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 15.49 | |
| 0.0644 | 14.58 | |
| 0.9227 | 286.12 | |
| -0.0176 | -2.67 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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