Eo2 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.72% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 3.58 | |
| 0.0494 | 8.62 | |
| 0.9323 | 369.09 | |
| 0.0366 | 2.70 |
Estimation Period:
Jun 1, 2007 to Feb 6, 2026
Jun 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities