Burelle Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.13% (+4.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9086 | 20.93 | |
| 0.1922 | 7.43 | |
| 0.0674 | 3.48 | |
| 0.3214 | 3.37 |
Estimation Period:
Sep 14, 2022 to Feb 6, 2026
Sep 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Burelle Sa Analyses
Other GJR-GARCH Analyses on International Equities