Asit C Mehta Financial Svcs GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.71% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5271 | 21.98 | |
| 0.1900 | 13.15 | |
| 0.7802 | 141.39 | |
| -0.0539 | -2.31 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asit C Mehta Financial Svcs Analyses
Other GJR-GARCH Analyses on International Equities