HAL Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.51% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1180 | 9.14 | |
| 0.0771 | 6.87 | |
| 0.8317 | 77.00 | |
| 0.0797 | 3.04 |
Estimation Period:
Jan 14, 2020 to Feb 6, 2026
Jan 14, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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