Minor International PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.25% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 17.85 | |
| 0.0541 | 21.10 | |
| 0.9090 | 436.59 | |
| 0.0604 | 9.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Minor International PCL Analyses
Other GJR-GARCH Analyses on International Equities