Waberer'S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.88% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2705 | 14.00 | |
| 0.1250 | 12.24 | |
| 0.7685 | 90.64 | |
| 0.1687 | 5.57 |
Estimation Period:
Jul 10, 2017 to Feb 13, 2026
Jul 10, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities