Geci International GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.89% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 8.43 | |
| 0.0569 | 11.24 | |
| 0.8975 | 177.34 | |
| 0.0551 | 4.50 |
Estimation Period:
May 10, 2001 to Feb 6, 2026
May 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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