Consolidated Finvest & Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.06% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1530 | 11.14 | |
| 0.1328 | 19.46 | |
| 0.7824 | 73.32 | |
| -0.0219 | -1.87 |
Estimation Period:
Oct 9, 1995 to Feb 13, 2026
Oct 9, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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