Ateme GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.25% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6309 | 8.95 | |
| 0.0427 | 7.81 | |
| 0.8668 | 91.85 | |
| 0.0354 | 2.61 |
Estimation Period:
Jul 24, 2020 to Feb 13, 2026
Jul 24, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities