Bilendi GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.59% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7760 | 16.66 | |
| 0.2949 | 13.61 | |
| 0.6022 | 56.18 | |
| -0.0010 | -0.02 |
Estimation Period:
Jul 5, 2005 to Feb 6, 2026
Jul 5, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities