Kengic Intelligent GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.86% (-8.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7808 | 11.97 | |
| 0.2762 | 7.85 | |
| 0.6670 | 26.62 | |
| -0.1292 | -3.43 |
Estimation Period:
Sep 15, 2022 to Feb 6, 2026
Sep 15, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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