It Link GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.65% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3061 | 10.35 | |
| 0.0709 | 10.79 | |
| 0.9014 | 140.54 | |
| 0.0136 | 1.61 |
Estimation Period:
Apr 18, 2000 to Feb 6, 2026
Apr 18, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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