Oulmes GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.17% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1080 | 6.64 | |
| 0.1225 | 8.82 | |
| 0.9103 | 178.14 | |
| -0.0655 | -3.55 |
Estimation Period:
Jul 1, 1996 to Feb 6, 2026
Jul 1, 1996 to Feb 6, 2026
News Impact Curve
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