G-7 Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.47% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 11.03 | |
| 0.0744 | 18.49 | |
| 0.9236 | 312.78 | |
| -0.0052 | -0.65 |
Estimation Period:
Aug 30, 1996 to Feb 13, 2026
Aug 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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