Awa Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.95% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1515 | 25.42 | |
| 0.0944 | 21.10 | |
| 0.8368 | 216.73 | |
| 0.0583 | 5.20 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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