Integrated Capital Services GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:79.49% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1093 | 12.21 | |
| 0.1611 | 13.87 | |
| 0.8451 | 176.44 | |
| -0.0125 | -0.66 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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