Euro Invest Management AD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:112.34% (+78.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2027 | 9.81 | |
| 0.0101 | 3.05 | |
| 0.9350 | 215.48 | |
| 0.0813 | 4.92 |
Estimation Period:
Nov 3, 2006 to Jan 1, 2026
Nov 3, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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