Reinet Investments SCA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.89% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4781 | 21.21 | |
| 0.1353 | 16.75 | |
| 0.8256 | 156.57 | |
| -0.0315 | -2.15 |
Estimation Period:
Oct 21, 2008 to Feb 6, 2026
Oct 21, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Reinet Investments SCA Analyses
Other GJR-GARCH Analyses on International Equities