E-Channelling GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.83% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4730 | 8.68 | |
| 0.0848 | 9.81 | |
| 0.8632 | 98.49 | |
| 0.0382 | 2.35 |
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Feb 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other E-Channelling Analyses
Other GJR-GARCH Analyses on International Equities