AIR Astana JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.63% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4103 | 14.05 | |
| 0.3588 | 7.09 | |
| 0.4388 | 13.13 | |
| 0.0176 | 0.26 |
Estimation Period:
Feb 9, 2024 to Feb 6, 2026
Feb 9, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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