ETHERO GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:66.45% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1398 | 14.04 | |
| 0.0604 | 11.77 | |
| 0.9348 | 380.78 | |
| 0.0095 | 1.01 |
Estimation Period:
Feb 7, 2007 to Feb 6, 2026
Feb 7, 2007 to Feb 6, 2026
News Impact Curve
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