AtlantaSanad Assurance GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.86% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7476 | 28.09 | |
| 0.1626 | 17.02 | |
| 0.6102 | 64.58 | |
| 0.0675 | 3.54 |
Estimation Period:
Oct 23, 2007 to Feb 13, 2026
Oct 23, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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