IPSOS GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.35% (+15.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2817 | 15.65 | |
| 0.0581 | 13.77 | |
| 0.8591 | 155.18 | |
| 0.0538 | 7.26 |
Estimation Period:
Jul 1, 1999 to Feb 6, 2026
Jul 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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