Lanson-BCC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.79% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1072 | 21.01 | |
| 0.1370 | 21.35 | |
| 0.8526 | 223.84 | |
| -0.0030 | -0.32 |
Estimation Period:
Dec 9, 1996 to Feb 6, 2026
Dec 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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