Data Patterns Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.72% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7249 | 6.31 | |
| 0.0509 | 6.37 | |
| 0.8433 | 48.13 | |
| 0.0719 | 3.03 |
Estimation Period:
Dec 24, 2021 to Feb 6, 2026
Dec 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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