Zacros Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.86% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1461 | 13.01 | |
| 0.0617 | 15.27 | |
| 0.9019 | 224.91 | |
| 0.0387 | 5.44 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities