Sysgration Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.46% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4125 | 16.66 | |
| 0.0711 | 7.33 | |
| 0.8649 | 108.03 | |
| 0.0291 | 2.07 |
Estimation Period:
Sep 12, 2006 to Jan 30, 2026
Sep 12, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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