Caspian Corporate Services GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.89% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1190 | 15.62 | |
| 0.1916 | 13.06 | |
| 0.7950 | 119.48 | |
| 0.0180 | 0.51 |
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Jan 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Caspian Corporate Services Analyses
Other GJR-GARCH Analyses on International Equities