Delta Plus Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.34% (+39.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1006 | 23.14 | |
| 0.2931 | 7.83 | |
| 0.0650 | 2.40 | |
| -0.1455 | -2.60 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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