RISMA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:79.59% (+38.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6102 | 24.85 | |
| 0.1221 | 15.55 | |
| 0.7515 | 125.48 | |
| 0.0545 | 3.31 |
Estimation Period:
May 18, 2006 to Feb 6, 2026
May 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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