Fisco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.11% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2119 | 18.72 | |
| 0.3142 | 20.84 | |
| 0.6990 | 87.64 | |
| -0.0263 | -0.79 |
Estimation Period:
Jun 14, 2006 to Feb 13, 2026
Jun 14, 2006 to Feb 13, 2026
News Impact Curve
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