Prosus Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.38% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4078 | 12.47 | |
| 0.0488 | 9.29 | |
| 0.8398 | 105.00 | |
| 0.0949 | 4.47 |
Estimation Period:
Sep 11, 2019 to Feb 6, 2026
Sep 11, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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