Prologue GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.65% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3818 | 8.63 | |
| 0.0579 | 13.63 | |
| 0.8932 | 212.57 | |
| 0.0571 | 5.24 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities