Coil GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.05% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3410 | 21.48 | |
| 0.1882 | 15.16 | |
| 0.6837 | 68.79 | |
| 0.0185 | 0.78 |
Estimation Period:
Dec 7, 1999 to Feb 6, 2026
Dec 7, 1999 to Feb 6, 2026
News Impact Curve
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