Remedy GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.51% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9343 | 9.52 | |
| 0.1295 | 9.72 | |
| 0.7340 | 36.10 | |
| 0.0086 | 0.34 |
Estimation Period:
May 29, 2017 to Feb 6, 2026
May 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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