E-Finance For Digital GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.11% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2817 | 12.18 | |
| 0.0762 | 8.66 | |
| 0.8667 | 142.51 | |
| 0.0111 | 0.56 |
Estimation Period:
Oct 18, 2021 to Feb 12, 2026
Oct 18, 2021 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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