Solutions 30 Se GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.83% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 8.06 | |
| 0.0464 | 11.02 | |
| 0.9311 | 204.29 | |
| 0.0415 | 5.25 |
Estimation Period:
Mar 3, 2009 to Feb 6, 2026
Mar 3, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Solutions 30 Se Analyses
Other GJR-GARCH Analyses on International Equities