Alfa Financial SOF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.93% (-6.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3477 | 10.67 | |
| 0.1667 | 7.70 | |
| 0.5486 | 18.23 | |
| -0.0428 | -1.24 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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