SSI Securities Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.70% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1549 | 20.52 | |
| 0.0916 | 21.98 | |
| 0.8638 | 266.93 | |
| 0.0411 | 5.04 |
Estimation Period:
Jul 2, 2007 to Feb 6, 2026
Jul 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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