ING Groep NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.46% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 17.66 | |
| 0.0340 | 14.38 | |
| 0.9043 | 478.45 | |
| 0.1040 | 18.56 |
Estimation Period:
Mar 4, 1991 to Feb 6, 2026
Mar 4, 1991 to Feb 6, 2026
News Impact Curve
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