Lhyfe S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.06% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4985 | 9.04 | |
| 0.0956 | 8.25 | |
| 0.8088 | 71.65 | |
| 0.1200 | 3.72 |
Estimation Period:
May 23, 2022 to Feb 6, 2026
May 23, 2022 to Feb 6, 2026
News Impact Curve
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