Ab Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.35% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 8.82 | |
| 0.0221 | 11.70 | |
| 0.9620 | 499.99 | |
| 0.0151 | 3.78 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
News Impact Curve
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