Edmond DE Rothschild Real ES GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.24% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 11.61 | |
| 0.0528 | 16.56 | |
| 0.9307 | 392.69 | |
| 0.0190 | 2.97 |
Estimation Period:
Mar 21, 2011 to Feb 6, 2026
Mar 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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