Synthetic MR AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:86.37% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 3.27 | |
| 0.1641 | 2.27 | |
| 0.8603 | 74.69 | |
| -0.0489 | -0.51 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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