JM AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.04% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 15.23 | |
| 0.0166 | 11.26 | |
| 0.9545 | 573.63 | |
| 0.0367 | 11.67 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
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