Mutandis Sca GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.94% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1525 | 14.78 | |
| 0.1403 | 12.84 | |
| 0.7897 | 86.69 | |
| 0.0274 | 1.37 |
Estimation Period:
Dec 18, 2018 to Feb 6, 2026
Dec 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities