Unimer GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.03% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 9.58 | |
| 0.0535 | 7.40 | |
| 0.9264 | 242.01 | |
| 0.0345 | 2.19 |
Estimation Period:
Apr 2, 2001 to Jan 23, 2026
Apr 2, 2001 to Jan 23, 2026
News Impact Curve
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