Exosens GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.98% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.07 | |
| 0.2672 | 4.88 | |
| 0.2341 | 3.49 | |
| -0.2195 | -3.22 |
Estimation Period:
Jun 7, 2024 to Feb 6, 2026
Jun 7, 2024 to Feb 6, 2026
News Impact Curve
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