Intema GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.34% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5253 | 17.77 | |
| 0.1856 | 23.40 | |
| 0.7988 | 183.21 | |
| -0.0055 | -0.37 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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