HT5 AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.99% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0944 | 10.06 | |
| 0.0799 | 11.25 | |
| 0.8858 | 315.67 | |
| 0.0586 | 3.93 |
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Aug 29, 2006 to Feb 6, 2026
News Impact Curve
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