Sword Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.18% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 12.10 | |
| 0.0316 | 12.64 | |
| 0.9297 | 337.82 | |
| 0.0410 | 6.55 |
Estimation Period:
Mar 13, 2002 to Feb 6, 2026
Mar 13, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities