Index International Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.19% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8287 | 8.66 | |
| 0.1173 | 3.98 | |
| 0.5599 | 12.26 | |
| -0.0803 | -2.32 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Index International Group Analyses
Other GJR-GARCH Analyses on International Equities