Integrated System Credit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.52% (-5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4379 | 17.31 | |
| 0.2603 | 10.38 | |
| 0.6143 | 37.75 | |
| -0.0371 | -0.88 |
Estimation Period:
Dec 22, 2021 to Feb 6, 2026
Dec 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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