SAAF Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.30% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3549 | 12.96 | |
| 0.2449 | 12.60 | |
| 0.6590 | 36.90 | |
| 0.1135 | 2.81 |
Estimation Period:
Sep 6, 2018 to Feb 13, 2026
Sep 6, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other SAAF Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities