Novarese Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.78% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2666 | 11.01 | |
| 0.1798 | 4.98 | |
| 0.6347 | 27.58 | |
| 0.3710 | 5.22 |
Estimation Period:
Jun 30, 2023 to Feb 13, 2026
Jun 30, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities