Asahi Intelligence Service GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.15% (+6.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 9.46 | |
| 0.1096 | 14.24 | |
| 0.8987 | 292.94 | |
| -0.0168 | -1.53 |
Estimation Period:
Apr 20, 1995 to Feb 13, 2026
Apr 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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