CTM GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.60% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 7.51 | |
| 0.0655 | 12.57 | |
| 0.9341 | 356.11 | |
| -0.0074 | -0.86 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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