Stif GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.22% (+5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.42 | |
| 0.1624 | 3.55 | |
| 0.4823 | 8.67 | |
| -0.1618 | -3.11 |
Estimation Period:
Dec 15, 2023 to Feb 6, 2026
Dec 15, 2023 to Feb 6, 2026
News Impact Curve
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