Rothwell International Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.20% (-6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5496 | 18.65 | |
| 0.5102 | 9.69 | |
| 0.3978 | 20.95 | |
| -0.0302 | -0.39 |
Estimation Period:
Jun 30, 2016 to Feb 13, 2026
Jun 30, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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