Doccheck Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.12% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1107 | 13.77 | |
| 0.0562 | 14.52 | |
| 0.9216 | 344.28 | |
| 0.0215 | 2.54 |
Estimation Period:
Apr 17, 2000 to Feb 13, 2026
Apr 17, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities