Maps SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.77% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5248 | 9.40 | |
| 0.1575 | 8.27 | |
| 0.7620 | 57.23 | |
| -0.0118 | -0.37 |
Estimation Period:
Mar 7, 2019 to Feb 6, 2026
Mar 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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