GHW International GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.72% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.45 | |
| 0.2160 | 6.82 | |
| 0.7024 | 25.28 | |
| -0.1414 | -4.27 |
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Jan 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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