Obiz Concept Sas GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.55% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6612 | 23.20 | |
| 0.6887 | 8.01 | |
| 0.0665 | 3.72 | |
| 0.1228 | 0.95 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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