Relpol GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.40% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0898 | 16.22 | |
| 0.0524 | 15.81 | |
| 0.9399 | 517.83 | |
| -0.0098 | -1.89 |
Estimation Period:
Feb 9, 1996 to Feb 13, 2026
Feb 9, 1996 to Feb 13, 2026
News Impact Curve
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