Prudent Corporate Advisory GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.30% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3967 | 9.05 | |
| 0.0855 | 4.68 | |
| 0.7256 | 28.59 | |
| 0.0556 | 1.42 |
Estimation Period:
May 20, 2022 to Feb 6, 2026
May 20, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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