Med Paper GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.23% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9229 | 8.98 | |
| 0.1687 | 21.58 | |
| 0.7556 | 70.97 | |
| -0.0395 | -2.76 |
Estimation Period:
Dec 9, 2003 to Feb 6, 2026
Dec 9, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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