Acteos GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.82% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3739 | 17.72 | |
| 0.1663 | 14.13 | |
| 0.7772 | 106.40 | |
| -0.0294 | -1.84 |
Estimation Period:
Jul 5, 2000 to Feb 6, 2026
Jul 5, 2000 to Feb 6, 2026
News Impact Curve
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