identitii Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:142.51% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3181 | 3.48 | |
| 0.0329 | 7.53 | |
| 0.9579 | 235.64 | |
| 0.0139 | 1.69 |
Estimation Period:
Oct 17, 2018 to Feb 6, 2026
Oct 17, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other identitii Limited Analyses
Other GJR-GARCH Analyses on International Equities