DigitalX Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:105.79% (+17.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4905 | 8.34 | |
| 0.0981 | 8.24 | |
| 0.8542 | 122.96 | |
| 0.0128 | 0.86 |
Estimation Period:
Mar 7, 1996 to Feb 6, 2026
Mar 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DigitalX Limited Analyses
Other GJR-GARCH Analyses on International Equities