Papoytsanis Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.38% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 7.33 | |
| 0.0363 | 12.43 | |
| 0.9507 | 458.41 | |
| 0.0260 | 4.96 |
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Aug 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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