Rana Gruber Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.26% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8634 | 12.67 | |
| 0.2388 | 11.22 | |
| 0.5601 | 21.95 | |
| 0.0550 | 1.03 |
Estimation Period:
Feb 26, 2021 to Feb 6, 2026
Feb 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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