Advance International GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.41% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8337 | 7.62 | |
| 0.1689 | 5.15 | |
| 0.7487 | 34.59 | |
| -0.1689 | -5.25 |
Estimation Period:
Jan 11, 2022 to Feb 5, 2026
Jan 11, 2022 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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