SAB Events & Governance NOW GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.88% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2142 | 12.56 | |
| 0.1951 | 20.75 | |
| 0.7884 | 131.56 | |
| 0.0095 | 0.68 |
Estimation Period:
Sep 15, 2016 to Feb 6, 2026
Sep 15, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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