Arlen S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.58% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2809 | 6.05 | |
| 0.2719 | 5.50 | |
| 0.7776 | 36.17 | |
| -0.1463 | -2.67 |
Estimation Period:
Jun 24, 2025 to Feb 13, 2026
Jun 24, 2025 to Feb 13, 2026
News Impact Curve
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