XTB S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.67% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.35 | |
| 0.0935 | 3.21 | |
| 0.3320 | 6.54 | |
| 0.0352 | 0.57 |
Estimation Period:
Mar 4, 2021 to Feb 6, 2026
Mar 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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