QUESTE FPO GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:167.77% (-18.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6107 | 7.71 | |
| 0.1477 | 14.31 | |
| 0.7969 | 103.14 | |
| 0.1108 | 4.07 |
Estimation Period:
Nov 11, 1998 to Oct 31, 2025
Nov 11, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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