elumeo SE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.83% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6012 | 10.41 | |
| 0.1566 | 10.42 | |
| 0.6656 | 32.50 | |
| 0.0274 | 0.95 |
Estimation Period:
Jul 3, 2015 to Jan 16, 2026
Jul 3, 2015 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities