Vix Securities Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.35% (+3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4796 | 13.19 | |
| 0.1023 | 17.04 | |
| 0.8602 | 155.75 | |
| 0.0106 | 0.86 |
Estimation Period:
Dec 29, 2009 to Feb 6, 2026
Dec 29, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vix Securities Jsc Analyses
Other GJR-GARCH Analyses on International Equities