S&P International Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.88% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5709 | 10.53 | |
| 0.1095 | 9.69 | |
| 0.8442 | 67.32 | |
| -0.0545 | -3.70 |
Estimation Period:
Jul 11, 2017 to Feb 6, 2026
Jul 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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