Vertex Securities GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.04% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7083 | 18.21 | |
| 0.1509 | 17.26 | |
| 0.8126 | 149.33 | |
| -0.0029 | -0.19 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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