Nrc Group Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.44% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 12.24 | |
| 0.0562 | 17.94 | |
| 0.9384 | 450.50 | |
| 0.0109 | 2.10 |
Estimation Period:
Aug 5, 1993 to Feb 13, 2026
Aug 5, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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