CIE Financiere Tradition GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.95% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 9.83 | |
| 0.0423 | 11.93 | |
| 0.9124 | 240.17 | |
| 0.0710 | 7.64 |
Estimation Period:
Jan 2, 1992 to Feb 13, 2026
Jan 2, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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