Immorente Invest GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.35% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1341 | 13.29 | |
| 0.2037 | 10.19 | |
| 0.7081 | 66.24 | |
| 0.0716 | 1.66 |
Estimation Period:
May 14, 2018 to Feb 13, 2026
May 14, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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