Delivery Consulting Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.04% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7236 | 14.21 | |
| 0.4156 | 9.65 | |
| 0.4464 | 23.19 | |
| -0.2007 | -3.82 |
Estimation Period:
Jul 29, 2021 to Feb 13, 2026
Jul 29, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Delivery Consulting Inc Analyses
Other GJR-GARCH Analyses on International Equities