Directa S I M P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.47% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4517 | 12.65 | |
| 0.2214 | 9.40 | |
| 0.5766 | 25.86 | |
| 0.0298 | 0.67 |
Estimation Period:
Dec 22, 2021 to Feb 6, 2026
Dec 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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