Power Eng Consulting 2 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.70% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9542 | 18.88 | |
| 0.1504 | 15.07 | |
| 0.7100 | 67.19 | |
| -0.0060 | -0.36 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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