Eo2 GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.97% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2306 | 12.96 | |
| 0.0631 | 12.40 | |
| 0.9179 | 260.41 | |
| 0.0005 | 0.06 |
Estimation Period:
May 24, 2007 to Feb 6, 2026
May 24, 2007 to Feb 6, 2026
News Impact Curve
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