Vndirect Securitie GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.25% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0958 | 9.72 | |
| 0.0740 | 13.75 | |
| 0.9123 | 185.85 | |
| 0.0182 | 2.00 |
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Mar 30, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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