Stif GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.90% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.59 | |
| 0.2204 | 6.56 | |
| 0.4757 | 9.56 | |
| -0.0175 | -0.31 |
Estimation Period:
Jan 19, 2024 to Feb 6, 2026
Jan 19, 2024 to Feb 6, 2026
News Impact Curve
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