Vergnet GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:288.27% (+9.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 2.44 | |
| 0.0002 | 0.22 | |
| 0.9901 | 503.63 | |
| 0.0194 | 1.65 |
Estimation Period:
Jun 12, 2007 to Jan 23, 2026
Jun 12, 2007 to Jan 23, 2026
News Impact Curve
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