Hardcastle & Waud Manufact GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.80% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5571 | 15.35 | |
| 0.0872 | 11.24 | |
| 0.8695 | 155.75 | |
| -0.0061 | -0.49 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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