Altamir GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.40% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 11.61 | |
| 0.0436 | 15.63 | |
| 0.9138 | 325.65 | |
| 0.0758 | 9.48 |
Estimation Period:
Jan 9, 1997 to Feb 6, 2026
Jan 9, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities