Caida Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.94% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4559 | 11.72 | |
| 0.1931 | 7.98 | |
| 0.7747 | 57.22 | |
| -0.1222 | -4.38 |
Estimation Period:
May 7, 2021 to Feb 13, 2026
May 7, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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