Jhs Svendgaard Lab Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.23% (+12.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0648 | 17.36 | |
| 0.1250 | 15.43 | |
| 0.7774 | 84.36 | |
| 0.0452 | 2.86 |
Estimation Period:
Feb 6, 2007 to Feb 6, 2026
Feb 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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