Siteminder Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:178.65% (+117.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8177 | 4.23 | |
| 0.0448 | 2.15 | |
| 0.6231 | 12.58 | |
| 0.2394 | 3.24 |
Estimation Period:
Nov 18, 2024 to Feb 6, 2026
Nov 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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