WITS Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.85% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3960 | 19.19 | |
| 0.1770 | 17.77 | |
| 0.7962 | 109.45 | |
| -0.0456 | -3.02 |
Estimation Period:
Jun 25, 2010 to Feb 11, 2026
Jun 25, 2010 to Feb 11, 2026
News Impact Curve
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