Associated Motor Finance GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.21% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 6.96 | |
| 0.0469 | 7.99 | |
| 0.9587 | 384.09 | |
| -0.0249 | -2.82 |
Estimation Period:
Jul 28, 2011 to Feb 13, 2026
Jul 28, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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