Rimon Consulting & Managemen GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.06% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1165 | 6.61 | |
| 0.0000 | 0.00 | |
| 0.9511 | 221.13 | |
| 0.0664 | 7.76 |
Estimation Period:
Jul 27, 2021 to Feb 6, 2026
Jul 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Rimon Consulting & Managemen Analyses
Other GJR-GARCH Analyses on International Equities