Chai Watana Tanner GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.47% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2578 | 17.99 | |
| 0.0985 | 19.69 | |
| 0.8908 | 240.75 | |
| 0.0067 | 0.85 |
Estimation Period:
May 1, 1991 to Feb 6, 2026
May 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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