Robeco Global Stars Equities Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.10% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 23.25 | |
| 0.0348 | 12.59 | |
| 0.8839 | 342.06 | |
| 0.1051 | 18.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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