National Housing Finance GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.03% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 11.65 | |
| 0.0873 | 19.48 | |
| 0.9047 | 322.86 | |
| 0.0160 | 1.67 |
Estimation Period:
Jan 14, 2009 to Feb 5, 2026
Jan 14, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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