PWO AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.92% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1289 | 17.93 | |
| 0.0411 | 10.83 | |
| 0.9101 | 236.56 | |
| 0.0318 | 3.64 |
Estimation Period:
Aug 5, 1999 to Feb 6, 2026
Aug 5, 1999 to Feb 6, 2026
News Impact Curve
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