Y.D. More Invst Np GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.38% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1868 | 6.72 | |
| 0.0617 | 7.74 | |
| 0.8930 | 84.46 | |
| 0.0065 | 0.58 |
Estimation Period:
Aug 2, 2017 to Feb 6, 2026
Aug 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Y.D. More Invst Np Analyses
Other GJR-GARCH Analyses on International Equities