SAXA Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.40% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5262 | 20.83 | |
| 0.1086 | 17.88 | |
| 0.8030 | 170.32 | |
| 0.1003 | 6.24 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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