Ray Sigorta GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.06% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0231 | 25.22 | |
| 0.2106 | 23.39 | |
| 0.7290 | 119.21 | |
| 0.0197 | 1.35 |
Estimation Period:
Aug 14, 1997 to Feb 13, 2026
Aug 14, 1997 to Feb 13, 2026
News Impact Curve
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