Prashkovsky Invs GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.95% (+5.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1244 | 16.02 | |
| 0.0645 | 14.17 | |
| 0.8875 | 199.98 | |
| 0.0336 | 3.26 |
Estimation Period:
Jul 20, 2009 to Feb 12, 2026
Jul 20, 2009 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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