HERIGE SADCS GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.22% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9680 | 28.95 | |
| 0.1371 | 13.88 | |
| 0.6014 | 55.69 | |
| 0.0627 | 3.27 |
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Jul 17, 1992 to Feb 6, 2026
News Impact Curve
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