EPI Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.91% (-6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.86 | |
| 0.2856 | 13.24 | |
| 0.6067 | 42.71 | |
| -0.0496 | -1.75 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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