ABM International Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:120.66% (-14.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2115 | 12.78 | |
| 0.2186 | 13.59 | |
| 0.7800 | 113.85 | |
| -0.0141 | -0.53 |
Estimation Period:
Jun 29, 2016 to Feb 6, 2026
Jun 29, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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