S M A I O S A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.44% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0469 | 14.40 | |
| 0.2383 | 7.39 | |
| 0.4395 | 13.65 | |
| 0.0074 | 0.12 |
Estimation Period:
Apr 6, 2022 to Feb 6, 2026
Apr 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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