Induct AS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.04% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7090 | 11.35 | |
| 0.0705 | 8.76 | |
| 0.8922 | 137.39 | |
| -0.0007 | -0.04 |
Estimation Period:
Jan 14, 2016 to Feb 6, 2026
Jan 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities