Fumakilla Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.45% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1172 | 24.95 | |
| 0.1401 | 22.31 | |
| 0.8331 | 231.54 | |
| 0.0537 | 4.43 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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