Ac Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.81% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4297 | 12.99 | |
| 0.0545 | 8.16 | |
| 0.7645 | 56.34 | |
| 0.0815 | 4.07 |
Estimation Period:
Aug 11, 2011 to Feb 6, 2026
Aug 11, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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