Meyar Company GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.27% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3516 | 7.45 | |
| 0.0575 | 3.47 | |
| 0.9187 | 131.25 | |
| -0.0171 | -0.67 |
Estimation Period:
May 1, 2023 to Feb 5, 2026
May 1, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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