Intred Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.64% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4493 | 17.11 | |
| 0.1664 | 11.81 | |
| 0.6893 | 52.77 | |
| -0.0005 | -0.02 |
Estimation Period:
Jul 18, 2018 to Feb 6, 2026
Jul 18, 2018 to Feb 6, 2026
News Impact Curve
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