Brighton Best Internation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.66% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 13.05 | |
| 0.1249 | 17.55 | |
| 0.9172 | 325.50 | |
| -0.0923 | -10.32 |
Estimation Period:
Dec 17, 2010 to Feb 6, 2026
Dec 17, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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