Prodways GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.84% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2933 | 7.68 | |
| 0.0462 | 7.76 | |
| 0.8991 | 95.78 | |
| 0.0449 | 3.44 |
Estimation Period:
May 12, 2017 to Feb 6, 2026
May 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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