Delta Plus Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.98% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 15.22 | |
| 0.0233 | 9.17 | |
| 0.9262 | 313.34 | |
| 0.0636 | 10.17 |
Estimation Period:
Jul 1, 1999 to Feb 6, 2026
Jul 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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