Apg Sga Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.95% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 10.37 | |
| 0.0349 | 13.59 | |
| 0.9132 | 384.33 | |
| 0.0756 | 9.57 |
Estimation Period:
Jul 6, 1993 to Feb 13, 2026
Jul 6, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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