LISI GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:63.81% (+29.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 18.81 | |
| 0.0428 | 23.68 | |
| 0.9198 | 439.04 | |
| 0.0526 | 11.18 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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