Net Holding As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.45% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 11.03 | |
| 0.0798 | 18.06 | |
| 0.9119 | 444.81 | |
| 0.0168 | 2.08 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Net Holding As Analyses
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