Intred Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.39% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2507 | 5.02 | |
| 0.1264 | 5.15 | |
| 0.8052 | 33.44 | |
| 0.0144 | 0.33 |
Estimation Period:
Mar 17, 2022 to Feb 13, 2026
Mar 17, 2022 to Feb 13, 2026
News Impact Curve
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