Holmes Place Inter GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.53% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1559 | 8.29 | |
| 0.0143 | 4.62 | |
| 0.8938 | 110.53 | |
| 0.0800 | 5.43 |
Estimation Period:
Dec 25, 2017 to Feb 6, 2026
Dec 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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