Shri Dinesh Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.76% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1389 | 15.26 | |
| 0.0881 | 16.75 | |
| 0.9042 | 249.77 | |
| -0.0167 | -1.73 |
Estimation Period:
Jul 12, 2010 to Feb 6, 2026
Jul 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shri Dinesh Mills Analyses
Other GJR-GARCH Analyses on International Equities