JHS Svendgaard Retail Ventu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.73% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0005 | 3.09 | |
| 0.0628 | 2.18 | |
| 0.8607 | 28.57 | |
| -0.0092 | -0.17 |
Estimation Period:
Jun 26, 2024 to Feb 13, 2026
Jun 26, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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