Ultramarine GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.80% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1149 | 19.94 | |
| 0.1347 | 10.17 | |
| 0.6948 | 54.59 | |
| -0.0149 | -0.72 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
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