Raya Contact GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.23% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4831 | 10.42 | |
| 0.0886 | 7.94 | |
| 0.8495 | 85.10 | |
| -0.0231 | -1.27 |
Estimation Period:
May 2, 2017 to Feb 12, 2026
May 2, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities