Psp Projects GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.32% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4463 | 17.13 | |
| 0.1443 | 10.56 | |
| 0.7636 | 69.35 | |
| 0.0227 | 0.79 |
Estimation Period:
May 29, 2017 to Feb 6, 2026
May 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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