Waterbase GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.00% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3742 | 14.97 | |
| 0.0759 | 18.22 | |
| 0.8968 | 234.96 | |
| 0.0065 | 0.90 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
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