Dimand Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.67% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2631 | 11.49 | |
| 0.1647 | 7.09 | |
| 0.6006 | 23.83 | |
| 0.1357 | 2.58 |
Estimation Period:
Jul 6, 2022 to Feb 6, 2026
Jul 6, 2022 to Feb 6, 2026
News Impact Curve
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