Datawalk Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:95.82% (-8.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8976 | 9.58 | |
| 0.1012 | 8.37 | |
| 0.7970 | 44.91 | |
| 0.0242 | 0.73 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
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