Sanei Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.31% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4327 | 11.61 | |
| 0.6293 | 8.30 | |
| 0.5365 | 25.85 | |
| -0.4209 | -5.51 |
Estimation Period:
Dec 25, 2020 to Feb 13, 2026
Dec 25, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities