AECI Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.59% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 12.94 | |
| 0.0500 | 14.75 | |
| 0.9264 | 333.11 | |
| 0.0020 | 0.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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