Dci-Database For Comm & Ind GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:168.18% (+9.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5599 | 11.05 | |
| 0.0388 | 10.52 | |
| 0.9295 | 326.95 | |
| 0.0548 | 6.18 |
Estimation Period:
Mar 29, 2000 to Feb 6, 2026
Mar 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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