Global Equity Income Share GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.05% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 12.05 | |
| 0.0173 | 3.79 | |
| 0.9283 | 240.05 | |
| 0.0837 | 8.49 |
Estimation Period:
Dec 4, 2006 to Feb 13, 2026
Dec 4, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Global Equity Income Share Analyses
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