NetGem SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.73% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 9.53 | |
| 0.0468 | 15.84 | |
| 0.9349 | 329.67 | |
| 0.0295 | 5.48 |
Estimation Period:
Apr 6, 2000 to Feb 6, 2026
Apr 6, 2000 to Feb 6, 2026
News Impact Curve
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