Vinpai SAS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.37% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 8.79 | |
| 0.0708 | 8.03 | |
| 0.8214 | 104.59 | |
| 0.2154 | 10.31 |
Estimation Period:
Jul 13, 2023 to Feb 13, 2026
Jul 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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