Embry Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.76% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 10.45 | |
| 0.0478 | 11.30 | |
| 0.9422 | 325.01 | |
| 0.0095 | 1.24 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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