ARN Media Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.48% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 7.78 | |
| 0.0298 | 16.65 | |
| 0.9566 | 648.10 | |
| 0.0238 | 5.63 |
Estimation Period:
May 21, 1992 to Feb 6, 2026
May 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ARN Media Ltd Analyses
Other GJR-GARCH Analyses on International Equities