Interactive Brokers Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.98% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1753 | 22.10 | |
| 0.0564 | 15.51 | |
| 0.8547 | 198.68 | |
| 0.1120 | 12.10 |
Estimation Period:
May 4, 2007 to Feb 13, 2026
May 4, 2007 to Feb 13, 2026
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