Ekinops SAS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.62% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 2.05 | |
| 0.0092 | 5.86 | |
| 0.9858 | 625.09 | |
| 0.0101 | 3.26 |
Estimation Period:
May 1, 2013 to Feb 6, 2026
May 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities