Albert David GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.27% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5956 | 15.79 | |
| 0.1295 | 13.25 | |
| 0.8201 | 93.58 | |
| -0.0383 | -2.79 |
Estimation Period:
Jan 5, 2010 to Feb 6, 2026
Jan 5, 2010 to Feb 6, 2026
News Impact Curve
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