D'ieteren Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.14% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5198 | 22.23 | |
| 0.1456 | 18.43 | |
| 0.6958 | 72.22 | |
| 0.1195 | 6.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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