Eastnine AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.18% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 7.49 | |
| 0.0198 | 6.11 | |
| 0.9328 | 294.07 | |
| 0.0802 | 8.64 |
Estimation Period:
Nov 9, 2007 to Feb 6, 2026
Nov 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities