Afyren Sas GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.00% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4702 | 11.01 | |
| 0.1358 | 8.93 | |
| 0.8548 | 101.01 | |
| -0.0420 | -1.93 |
Estimation Period:
Oct 1, 2021 to Feb 6, 2026
Oct 1, 2021 to Feb 6, 2026
News Impact Curve
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