Aferian PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:55.73% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 6.66 | |
| 0.0176 | 4.73 | |
| 0.9622 | 390.50 | |
| 0.0169 | 2.70 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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