Disway GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.18% (+19.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5683 | 21.42 | |
| 0.1400 | 16.45 | |
| 0.7298 | 89.93 | |
| 0.0356 | 2.35 |
Estimation Period:
Mar 5, 2007 to Feb 6, 2026
Mar 5, 2007 to Feb 6, 2026
News Impact Curve
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