Pou Chen GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.81% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1392 | 14.23 | |
| 0.1087 | 14.45 | |
| 0.8716 | 195.42 | |
| -0.0039 | -0.34 |
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Jun 18, 1993 to Feb 6, 2026
News Impact Curve
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