Arif Habib Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.48% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0028 | 13.33 | |
| 0.1749 | 12.56 | |
| 0.6963 | 48.94 | |
| -0.0277 | -1.26 |
Estimation Period:
Feb 14, 2007 to Feb 6, 2026
Feb 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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