Financiere Moncey GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.54% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3096 | 17.80 | |
| 0.1605 | 12.15 | |
| 0.5930 | 38.51 | |
| -0.0200 | -0.84 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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