It Way GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.91% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3840 | 10.89 | |
| 0.0999 | 15.90 | |
| 0.8315 | 109.52 | |
| 0.0878 | 4.64 |
Estimation Period:
Jul 24, 2003 to Feb 6, 2026
Jul 24, 2003 to Feb 6, 2026
News Impact Curve
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