International Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.74% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3766 | 16.16 | |
| 0.1168 | 18.55 | |
| 0.8203 | 115.18 | |
| -0.0021 | -0.21 |
Estimation Period:
Aug 26, 2004 to Feb 6, 2026
Aug 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other International Industries Analyses
Other GJR-GARCH Analyses on International Equities