Coastal Contracts GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.08% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2305 | 15.59 | |
| 0.1228 | 14.74 | |
| 0.8420 | 155.90 | |
| 0.0210 | 1.49 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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