Grand Ocean Retail Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.52% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4544 | 14.50 | |
| 0.1001 | 11.19 | |
| 0.7398 | 78.44 | |
| 0.0947 | 4.35 |
Estimation Period:
Jun 6, 2012 to Feb 6, 2026
Jun 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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