Information Services Network GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.15% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5392 | 18.39 | |
| 0.1149 | 17.29 | |
| 0.8327 | 144.08 | |
| 0.0114 | 0.71 |
Estimation Period:
Sep 29, 2009 to Feb 5, 2026
Sep 29, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Information Services Network Analyses
Other GJR-GARCH Analyses on International Equities