Sogeclair GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.69% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2612 | 15.28 | |
| 0.0896 | 17.79 | |
| 0.8347 | 140.27 | |
| 0.0923 | 6.75 |
Estimation Period:
Nov 26, 1998 to Feb 6, 2026
Nov 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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