Rykadan Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.78% (+4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 8.72 | |
| 0.0514 | 11.32 | |
| 0.9440 | 337.15 | |
| 0.0016 | 0.21 |
Estimation Period:
Aug 21, 2009 to Feb 6, 2026
Aug 21, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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