Note AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.80% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2084 | 14.67 | |
| 0.0201 | 10.30 | |
| 0.9180 | 278.78 | |
| 0.0708 | 9.52 |
Estimation Period:
Jun 23, 2004 to Feb 6, 2026
Jun 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities