Maraska D.D. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:88.25% (+81.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 8.36 | |
| 0.2154 | 5.71 | |
| 0.5871 | 22.88 | |
| -0.0759 | -1.58 |
Estimation Period:
May 7, 2007 to May 30, 2025
May 7, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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