Aksa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.18% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 15.93 | |
| 0.0535 | 18.66 | |
| 0.9417 | 569.68 | |
| -0.0007 | -0.17 |
Estimation Period:
Nov 13, 1992 to Feb 6, 2026
Nov 13, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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