ISS A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.47% (-9.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1376 | 7.01 | |
| 0.4071 | 2.35 | |
| 0.0462 | 3.95 | |
| 0.4007 | 1.30 |
Estimation Period:
Sep 9, 2025 to Feb 6, 2026
Sep 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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