Frontier Asset TOT International EQ GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.65% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1329 | 7.05 | |
| 0.0000 | 0.00 | |
| 0.6339 | 16.72 | |
| 0.4422 | 3.15 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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