Ninety ONE Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.54% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9596 | 6.93 | |
| 0.3305 | 6.25 | |
| 0.4138 | 7.01 | |
| -0.2309 | -3.56 |
Estimation Period:
Jan 7, 2021 to Feb 6, 2026
Jan 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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