Science Environmental GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.57% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9564 | 9.13 | |
| 0.1010 | 6.28 | |
| 0.8266 | 51.17 | |
| -0.0601 | -2.66 |
Estimation Period:
Nov 25, 2022 to Feb 6, 2026
Nov 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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