Argen-X Se GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.26% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7444 | 8.40 | |
| 0.0432 | 6.48 | |
| 0.8067 | 42.08 | |
| 0.0902 | 4.09 |
Estimation Period:
Jul 10, 2014 to Feb 13, 2026
Jul 10, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities