Auto Hall GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.93% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5199 | 11.21 | |
| 0.1048 | 15.32 | |
| 0.7817 | 55.43 | |
| -0.0177 | -1.25 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
News Impact Curve
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