Innovana Thinklabs GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.08% (-8.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8910 | 11.01 | |
| 0.1926 | 8.45 | |
| 0.6637 | 27.59 | |
| -0.0719 | -2.11 |
Estimation Period:
Dec 12, 2017 to Feb 13, 2026
Dec 12, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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