Quadient GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.18% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 9.79 | |
| 0.0176 | 8.54 | |
| 0.9716 | 525.74 | |
| 0.0117 | 4.77 |
Estimation Period:
Feb 22, 1999 to Feb 6, 2026
Feb 22, 1999 to Feb 6, 2026
News Impact Curve
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