Modella Woollens GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.31% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 11.55 | |
| 0.0792 | 5.19 | |
| 0.9288 | 264.83 | |
| -0.0397 | -1.78 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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