Transformers & Rectifires In GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.07% (-6.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0909 | 18.48 | |
| 0.1110 | 14.91 | |
| 0.7954 | 94.37 | |
| 0.0056 | 0.44 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Transformers & Rectifires In Analyses
Other GJR-GARCH Analyses on International Equities