Eb Creasy & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.17% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4487 | 10.47 | |
| 0.1044 | 14.83 | |
| 0.8912 | 197.12 | |
| -0.0246 | -2.15 |
Estimation Period:
Jan 10, 1990 to Feb 6, 2026
Jan 10, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Eb Creasy & Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities