ImExHS Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:87.68% (+4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2178 | 8.12 | |
| 0.0431 | 13.33 | |
| 0.9392 | 412.67 | |
| 0.0352 | 5.40 |
Estimation Period:
Dec 14, 2005 to Feb 6, 2026
Dec 14, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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