Philweb Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:64.52% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2032 | 10.37 | |
| 0.0623 | 11.79 | |
| 0.9172 | 335.34 | |
| 0.0358 | 3.12 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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