Cbrain A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.97% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.62 | |
| 0.0328 | 1.38 | |
| 0.5187 | 3.06 | |
| -0.0223 | -0.85 |
Estimation Period:
Aug 23, 2022 to Feb 6, 2026
Aug 23, 2022 to Feb 6, 2026
News Impact Curve
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