Vicat GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.30% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2008 | 14.59 | |
| 0.1121 | 15.73 | |
| 0.8295 | 106.50 | |
| 0.0067 | 0.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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