Complex Micro Interconnectio GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.02% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 5.75 | |
| 0.0607 | 3.64 | |
| 0.9306 | 110.86 | |
| -0.0121 | -0.50 |
Estimation Period:
Jun 3, 2024 to Feb 11, 2026
Jun 3, 2024 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
Other Complex Micro Interconnectio Analyses
Other GJR-GARCH Analyses on International Equities