GPI for Urban Growth GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:44.64% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9111 | 11.52 | |
| 0.1473 | 13.10 | |
| 0.7007 | 56.85 | |
| 0.0536 | 2.77 |
Estimation Period:
Sep 26, 2012 to Feb 12, 2026
Sep 26, 2012 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other GPI for Urban Growth Analyses
Other GJR-GARCH Analyses on International Equities