Gullberg & Jansson GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.57% (-8.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9899 | 9.51 | |
| 0.3296 | 7.79 | |
| 0.6356 | 30.95 | |
| -0.1978 | -3.64 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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