International Travel House GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.28% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2302 | 16.40 | |
| 0.0907 | 18.77 | |
| 0.8841 | 212.37 | |
| 0.0006 | 0.07 |
Estimation Period:
May 29, 2007 to Feb 13, 2026
May 29, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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