Steel Strips Wheels GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.54% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5043 | 12.05 | |
| 0.0965 | 13.93 | |
| 0.8345 | 118.60 | |
| 0.0400 | 2.53 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Steel Strips Wheels Analyses
Other GJR-GARCH Analyses on International Equities