Webstep ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.23% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 4.82 | |
| 0.0450 | 7.52 | |
| 0.9370 | 182.27 | |
| 0.0166 | 1.37 |
Estimation Period:
Oct 7, 2021 to Feb 6, 2026
Oct 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Webstep ASA Analyses
Other GJR-GARCH Analyses on International Equities