EL Wadi FOR International And Invstmn GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.58% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8334 | 20.54 | |
| 0.2353 | 13.57 | |
| 0.6237 | 59.63 | |
| 0.0394 | 1.21 |
Estimation Period:
Aug 25, 2014 to Feb 5, 2026
Aug 25, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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