Klarsen GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.53% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 8.90 | |
| 0.0309 | 6.22 | |
| 0.9594 | 410.16 | |
| 0.0195 | 2.28 |
Estimation Period:
May 16, 2011 to Feb 6, 2026
May 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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