InvesTech Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:68.13% (-4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4409 | 12.29 | |
| 0.1474 | 13.11 | |
| 0.7821 | 74.77 | |
| 0.1047 | 3.27 |
Estimation Period:
Nov 16, 2010 to Feb 6, 2026
Nov 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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