Time Interconnect GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:102.41% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.79 | |
| 0.0958 | 2.26 | |
| 0.7478 | 23.66 | |
| 0.0965 | 1.07 |
Estimation Period:
Feb 20, 2025 to Feb 6, 2026
Feb 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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