Asset Plus Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.05% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 13.67 | |
| 0.0685 | 14.48 | |
| 0.8865 | 269.36 | |
| 0.0611 | 5.52 |
Estimation Period:
Dec 23, 1996 to Feb 13, 2026
Dec 23, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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