Intl Research Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.32% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6938 | 14.59 | |
| 0.1319 | 17.65 | |
| 0.8166 | 143.75 | |
| 0.0226 | 1.50 |
Estimation Period:
Nov 21, 2003 to Feb 6, 2026
Nov 21, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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