D.C.M GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.23% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3828 | 20.05 | |
| 0.1317 | 20.49 | |
| 0.8548 | 228.91 | |
| 0.0092 | 0.97 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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