National Environmental GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.13% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8593 | 9.99 | |
| 0.1141 | 8.30 | |
| 0.7742 | 46.66 | |
| 0.0191 | 0.75 |
Estimation Period:
May 26, 2022 to Feb 12, 2026
May 26, 2022 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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