Endur Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.29% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9339 | 21.48 | |
| 0.2699 | 16.30 | |
| 0.6508 | 71.98 | |
| 0.0837 | 2.90 |
Estimation Period:
Sep 21, 2007 to Feb 6, 2026
Sep 21, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities