Samse GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.90% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5567 | 11.31 | |
| 0.1562 | 9.45 | |
| 0.6380 | 27.72 | |
| 0.0668 | 1.95 |
Estimation Period:
Nov 1, 2021 to Jan 30, 2026
Nov 1, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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