Almondz Global Secs GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.21% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1121 | 14.07 | |
| 0.1153 | 8.98 | |
| 0.8066 | 83.55 | |
| 0.0366 | 1.77 |
Estimation Period:
May 25, 2009 to Feb 6, 2026
May 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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