Archos GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.37% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0944 | 17.60 | |
| 0.1315 | 19.42 | |
| 0.8228 | 132.41 | |
| 0.0552 | 4.97 |
Estimation Period:
Feb 14, 2002 to Feb 6, 2026
Feb 14, 2002 to Feb 6, 2026
News Impact Curve
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