Verimatrix SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.42% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3502 | 14.64 | |
| 0.1559 | 12.44 | |
| 0.7460 | 58.14 | |
| -0.0244 | -1.36 |
Estimation Period:
Feb 17, 2012 to Feb 6, 2026
Feb 17, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Verimatrix SA Analyses
Other GJR-GARCH Analyses on International Equities