DELFINGEN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.85% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 0.87 | |
| 0.0000 | 0.00 | |
| 0.9896 | 422.20 | |
| 0.0207 | 4.12 |
Estimation Period:
May 12, 2022 to Feb 6, 2026
May 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DELFINGEN Analyses
Other GJR-GARCH Analyses on International Equities