Hypera SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:58.50% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 13.47 | |
| 0.0364 | 15.34 | |
| 0.9193 | 316.66 | |
| 0.0582 | 8.62 |
Estimation Period:
Apr 21, 2008 to Jan 30, 2026
Apr 21, 2008 to Jan 30, 2026
News Impact Curve
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