Afyren SAS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.99% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7941 | 12.29 | |
| 0.1655 | 8.00 | |
| 0.8104 | 81.44 | |
| -0.0582 | -2.06 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
News Impact Curve
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