Rich Honour International GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.76% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3872 | 7.92 | |
| 0.4191 | 6.58 | |
| 0.6689 | 23.71 | |
| -0.3224 | -4.90 |
Estimation Period:
Oct 16, 2019 to Feb 6, 2026
Oct 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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