C.E. Management Integrated GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.59% (-12.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4989 | 19.11 | |
| 0.6065 | 15.63 | |
| 0.5353 | 36.44 | |
| -0.2836 | -4.25 |
Estimation Period:
Aug 26, 2015 to Feb 13, 2026
Aug 26, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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