Mohandes Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.82% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8523 | 12.34 | |
| 0.1260 | 14.26 | |
| 0.7863 | 73.62 | |
| -0.0030 | -0.22 |
Estimation Period:
Sep 30, 1996 to Feb 12, 2026
Sep 30, 1996 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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