Oxford Metrics PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.44% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 6.54 | |
| 0.0024 | 2.54 | |
| 0.9872 | 732.90 | |
| 0.0147 | 7.06 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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