Ritesh International GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.36% (-5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1889 | 24.09 | |
| 0.2113 | 21.00 | |
| 0.6654 | 79.36 | |
| -0.0294 | -1.76 |
Estimation Period:
May 21, 2012 to Feb 6, 2026
May 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ritesh International Analyses
Other GJR-GARCH Analyses on International Equities