BRP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.42% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4085 | 14.90 | |
| 0.0522 | 13.75 | |
| 0.8240 | 124.78 | |
| 0.1207 | 8.50 |
Estimation Period:
May 23, 2013 to Feb 6, 2026
May 23, 2013 to Feb 6, 2026
News Impact Curve
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