Gloe Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.00% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8773 | 13.35 | |
| 0.4156 | 11.06 | |
| 0.4576 | 18.39 | |
| 0.0519 | 0.67 |
Estimation Period:
Nov 30, 2022 to Feb 13, 2026
Nov 30, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities