Graines Voltz GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.76% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3706 | 9.83 | |
| 0.6658 | 8.22 | |
| 0.4613 | 14.31 | |
| -0.4555 | -5.69 |
Estimation Period:
Feb 2, 2023 to Feb 6, 2026
Feb 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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