Vergnet GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:1,561.31% (-38.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5453 | 9.75 | |
| 0.0427 | 7.30 | |
| 0.9104 | 126.48 | |
| 0.0938 | 6.11 |
Estimation Period:
Jun 13, 2007 to Jan 23, 2026
Jun 13, 2007 to Jan 23, 2026
News Impact Curve
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