Metair Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:89.54% (-20.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.56 | |
| 0.1877 | 9.17 | |
| 0.5143 | 27.23 | |
| 0.2242 | 4.20 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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