Jacques Bogart GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.11% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1578 | 12.88 | |
| 0.0500 | 14.45 | |
| 0.9093 | 313.97 | |
| 0.0529 | 7.67 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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