Afcon Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.25% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 9.50 | |
| 0.0202 | 11.50 | |
| 0.9662 | 608.03 | |
| 0.0173 | 5.72 |
Estimation Period:
Nov 16, 1998 to Feb 6, 2026
Nov 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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