REF Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.57% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6745 | 16.22 | |
| 0.1434 | 9.09 | |
| 0.6862 | 42.00 | |
| -0.0111 | -0.32 |
Estimation Period:
Sep 28, 2015 to Feb 13, 2026
Sep 28, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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