CIBOX INTER@CTIVE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.01% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4615 | 11.13 | |
| 0.0533 | 10.84 | |
| 0.9277 | 321.77 | |
| 0.0255 | 3.01 |
Estimation Period:
May 29, 1996 to Feb 6, 2026
May 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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