Nahar Capital & Financial GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.37% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2498 | 13.63 | |
| 0.0582 | 12.66 | |
| 0.9144 | 206.23 | |
| 0.0007 | 0.07 |
Estimation Period:
Sep 7, 2009 to Feb 13, 2026
Sep 7, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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