Quality & Reliability Abee GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.35% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2878 | 13.08 | |
| 0.0500 | 14.52 | |
| 0.9204 | 304.76 | |
| 0.0317 | 4.85 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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