Provision Information Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.24% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3206 | 11.00 | |
| 0.1610 | 11.21 | |
| 0.8061 | 72.28 | |
| -0.1133 | -6.29 |
Estimation Period:
Sep 14, 2016 to Feb 6, 2026
Sep 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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