cBrain A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.55% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7679 | 18.98 | |
| 0.0971 | 13.01 | |
| 0.8339 | 145.08 | |
| 0.0352 | 2.68 |
Estimation Period:
Feb 22, 2006 to Feb 6, 2026
Feb 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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