IT Link SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.36% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7721 | 17.24 | |
| 0.1926 | 16.11 | |
| 0.7762 | 96.55 | |
| -0.0211 | -1.05 |
Estimation Period:
May 7, 1999 to Feb 6, 2026
May 7, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities