Invest Capital Invt Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.50% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.89 | |
| 0.2799 | 10.77 | |
| 0.6297 | 47.26 | |
| -0.1365 | -4.01 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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