PS IT Infrastructure GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.36% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0829 | 14.19 | |
| 0.2669 | 11.46 | |
| 0.6746 | 58.11 | |
| 0.1052 | 2.24 |
Estimation Period:
Nov 7, 2013 to Feb 13, 2026
Nov 7, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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