Qt Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.42% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0120 | 9.69 | |
| 0.0591 | 9.18 | |
| 0.8062 | 51.53 | |
| 0.0452 | 2.68 |
Estimation Period:
May 2, 2016 to Feb 6, 2026
May 2, 2016 to Feb 6, 2026
News Impact Curve
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