The Farm 51 Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.09% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0511 | 13.38 | |
| 0.1351 | 10.64 | |
| 0.7484 | 97.76 | |
| 0.0567 | 2.17 |
Estimation Period:
Sep 5, 2012 to Feb 6, 2026
Sep 5, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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