International Integrated SYS GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.73% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9141 | 7.34 | |
| 0.1424 | 4.16 | |
| 0.7237 | 23.15 | |
| 0.2677 | 2.40 |
Estimation Period:
Sep 3, 2024 to Feb 6, 2026
Sep 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other International Integrated SYS Analyses
Other GJR-GARCH Analyses on International Equities