Equasens GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.95% (+6.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1144 | 18.84 | |
| 0.0746 | 19.19 | |
| 0.8687 | 239.38 | |
| 0.0716 | 8.64 |
Estimation Period:
Oct 20, 2000 to Feb 6, 2026
Oct 20, 2000 to Feb 6, 2026
News Impact Curve
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