Prime Focus GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.43% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2144 | 14.05 | |
| 0.1100 | 15.68 | |
| 0.7830 | 87.96 | |
| 0.0479 | 2.54 |
Estimation Period:
Jul 5, 2007 to Feb 13, 2026
Jul 5, 2007 to Feb 13, 2026
News Impact Curve
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