Asian Alliance International GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.25% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3104 | 7.76 | |
| 0.0548 | 4.66 | |
| 0.7389 | 25.96 | |
| 0.0323 | 1.12 |
Estimation Period:
Nov 1, 2022 to Feb 6, 2026
Nov 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Asian Alliance International Analyses
Other GJR-GARCH Analyses on International Equities