Bourse Direct GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.14% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1224 | 17.89 | |
| 0.0987 | 16.52 | |
| 0.8822 | 261.54 | |
| 0.0221 | 1.97 |
Estimation Period:
Nov 11, 1999 to Feb 13, 2026
Nov 11, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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