Chimcomplex Borzes GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.33% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2434 | 4.00 | |
| 0.0337 | 5.12 | |
| 0.9674 | 410.96 | |
| -0.0148 | -1.19 |
Estimation Period:
May 4, 2009 to Feb 6, 2026
May 4, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Chimcomplex Borzes Analyses
Other GJR-GARCH Analyses on International Equities