1St Capital Securities Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.60% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9456 | 21.08 | |
| 0.1808 | 13.41 | |
| 0.6569 | 56.67 | |
| -0.0264 | -1.16 |
Estimation Period:
Nov 24, 2004 to Feb 6, 2026
Nov 24, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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