77 Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.54% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1851 | 21.91 | |
| 0.0647 | 17.80 | |
| 0.8695 | 240.07 | |
| 0.0486 | 6.26 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other 77 Bank Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities