RH GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.51% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 5.68 | |
| 0.0018 | 1.57 | |
| 0.9770 | 546.72 | |
| 0.0315 | 11.03 |
Estimation Period:
Nov 2, 2012 to Feb 13, 2026
Nov 2, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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