Danel (Adir Yeoshua) GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.93% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1491 | 15.10 | |
| 0.0364 | 11.73 | |
| 0.8815 | 192.59 | |
| 0.0801 | 9.06 |
Estimation Period:
May 3, 2011 to Feb 6, 2026
May 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Danel (Adir Yeoshua) Analyses
Other GJR-GARCH Analyses on International Equities