Premier Capital Services GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:62.30% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1636 | 6.60 | |
| 0.1866 | 13.14 | |
| 0.7574 | 30.44 | |
| 0.1120 | 1.72 |
Estimation Period:
Jul 17, 2012 to Jan 16, 2026
Jul 17, 2012 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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