ARB Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.25% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3419 | 13.72 | |
| 0.1608 | 3.67 | |
| 0.1936 | 5.68 | |
| 0.3628 | 2.26 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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