Elm Company GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.90% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2769 | 16.39 | |
| 0.1514 | 7.50 | |
| 0.2435 | 6.75 | |
| 0.0931 | 1.98 |
Estimation Period:
Feb 16, 2022 to Feb 5, 2026
Feb 16, 2022 to Feb 5, 2026
News Impact Curve
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