Neuland Laboritie GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.33% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6838 | 15.90 | |
| 0.1731 | 13.53 | |
| 0.5766 | 27.31 | |
| -0.0189 | -0.88 |
Estimation Period:
May 20, 2009 to Feb 6, 2026
May 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neuland Laboritie Analyses
Other GJR-GARCH Analyses on International Equities