S&P Global Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.36% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 19.18 | |
| 0.0477 | 18.96 | |
| 0.9060 | 410.72 | |
| 0.0559 | 10.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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