Gmo Financial Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.53% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2265 | 14.40 | |
| 0.2188 | 14.77 | |
| 0.8063 | 117.68 | |
| -0.0743 | -3.93 |
Estimation Period:
Sep 19, 2008 to Feb 13, 2026
Sep 19, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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