Lokman Hekim Engurusag GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.97% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8402 | 20.60 | |
| 0.1671 | 15.46 | |
| 0.7223 | 74.98 | |
| -0.0021 | -0.12 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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