Goyal Associates Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.69% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3871 | 5.18 | |
| 0.1661 | 14.07 | |
| 0.7997 | 68.12 | |
| -0.0056 | -0.31 |
Estimation Period:
May 22, 2013 to Feb 6, 2026
May 22, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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