Itera Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.32% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2235 | 13.57 | |
| 0.0395 | 14.02 | |
| 0.9064 | 249.85 | |
| 0.0601 | 8.18 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
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