Quality Const Products PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.12% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7242 | 16.42 | |
| 0.2542 | 18.51 | |
| 0.7366 | 71.51 | |
| -0.1402 | -8.21 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Quality Const Products PCL Analyses
Other GJR-GARCH Analyses on International Equities