iRay Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.73% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7046 | 7.36 | |
| 0.0841 | 6.20 | |
| 0.8385 | 54.82 | |
| 0.0069 | 0.25 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
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