Nexity GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.49% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 3.74 | |
| 0.0000 | 0.00 | |
| 0.9759 | 755.94 | |
| 0.0411 | 15.96 |
Estimation Period:
Mar 10, 2008 to Feb 13, 2026
Mar 10, 2008 to Feb 13, 2026
News Impact Curve
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