Desktop SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.52% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8747 | 9.05 | |
| 0.1353 | 6.70 | |
| 0.8043 | 65.73 | |
| -0.0133 | -0.39 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities