Axis Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.60% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5134 | 20.10 | |
| 0.2117 | 17.06 | |
| 0.6912 | 69.15 | |
| -0.0869 | -4.70 |
Estimation Period:
May 9, 2005 to Feb 6, 2026
May 9, 2005 to Feb 6, 2026
News Impact Curve
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