Data Applications Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.26% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1544 | 11.21 | |
| 0.1378 | 20.99 | |
| 0.9015 | 267.60 | |
| -0.0926 | -11.73 |
Estimation Period:
Apr 25, 2007 to Feb 13, 2026
Apr 25, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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