The Practical Solution GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.24% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8794 | 9.25 | |
| 0.2571 | 7.92 | |
| 0.6956 | 38.72 | |
| -0.1078 | -2.28 |
Estimation Period:
Nov 15, 2019 to Feb 6, 2026
Nov 15, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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