GS Retail Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.07% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 8.32 | |
| 0.0225 | 6.39 | |
| 0.9694 | 352.88 | |
| -0.0127 | -4.01 |
Estimation Period:
Dec 23, 2011 to Feb 20, 2026
Dec 23, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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