Arvee Laboratorie GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.06% (+3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0960 | 9.74 | |
| 0.3373 | 13.16 | |
| 0.6355 | 49.65 | |
| -0.1215 | -2.82 |
Estimation Period:
Feb 22, 2018 to Feb 13, 2026
Feb 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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