Tribhovandas Bhimj Zaveri GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.41% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4278 | 14.87 | |
| 0.1303 | 13.13 | |
| 0.7233 | 54.88 | |
| 0.0081 | 0.42 |
Estimation Period:
May 9, 2012 to Feb 20, 2026
May 9, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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