Adama Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.77% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0916 | 17.57 | |
| 0.0969 | 20.51 | |
| 0.8887 | 276.86 | |
| 0.0115 | 1.53 |
Estimation Period:
May 16, 1997 to Feb 6, 2026
May 16, 1997 to Feb 6, 2026
News Impact Curve
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