BOA Concept SAS GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.50% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2496 | 9.44 | |
| 0.3137 | 7.49 | |
| 0.7044 | 54.83 | |
| -0.0487 | -0.71 |
Estimation Period:
Feb 24, 2023 to Feb 6, 2026
Feb 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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