VF Alternative AD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:268.62% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 0.83 | |
| 0.0661 | 0.42 | |
| 0.9614 | 73.60 | |
| -0.0550 | -0.43 |
Estimation Period:
Aug 15, 2019 to Jan 16, 2026
Aug 15, 2019 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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