Renwick Jaineswar & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.33% (+4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2081 | 8.69 | |
| 0.1593 | 20.57 | |
| 0.8395 | 124.38 | |
| 0.0013 | 0.07 |
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Sep 8, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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