Amdocs GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.31% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 11.96 | |
| 0.0267 | 16.89 | |
| 0.9637 | 782.88 | |
| 0.0127 | 5.06 |
Estimation Period:
Jan 29, 1999 to Feb 13, 2026
Jan 29, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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