CIE Financiere Tradition GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.44% (+10.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 3.10 | |
| 0.0091 | 3.76 | |
| 0.9576 | 266.16 | |
| 0.0390 | 2.72 |
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Aug 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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