Wa Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.68% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3843 | 10.25 | |
| 0.3666 | 9.20 | |
| 0.7228 | 41.58 | |
| -0.1788 | -3.95 |
Estimation Period:
Nov 1, 2019 to Feb 13, 2026
Nov 1, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities