An Phat Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.99% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3098 | 16.17 | |
| 0.1313 | 19.82 | |
| 0.8503 | 192.46 | |
| -0.0051 | -0.45 |
Estimation Period:
May 6, 2010 to Feb 13, 2026
May 6, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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