Poujoulat GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.10% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6313 | 9.96 | |
| 0.1538 | 5.96 | |
| 0.7949 | 55.29 | |
| -0.0462 | -1.29 |
Estimation Period:
Nov 29, 2021 to Feb 6, 2026
Nov 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Poujoulat Analyses
Other GJR-GARCH Analyses on International Equities