HF Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.68% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2999 | 17.63 | |
| 0.0821 | 13.33 | |
| 0.8557 | 140.90 | |
| 0.0416 | 4.05 |
Estimation Period:
Oct 14, 1997 to Feb 6, 2026
Oct 14, 1997 to Feb 6, 2026
News Impact Curve
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