Andrew Peller Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.09% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2232 | 27.16 | |
| 0.1785 | 18.24 | |
| 0.7801 | 155.56 | |
| -0.0055 | -0.31 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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