Rana Gruber ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.26% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9059 | 8.60 | |
| 0.0839 | 6.66 | |
| 0.6890 | 29.22 | |
| 0.1290 | 3.96 |
Estimation Period:
May 19, 2021 to Feb 13, 2026
May 19, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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