Aspen Pharmacare Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.81% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 6.90 | |
| 0.0176 | 9.01 | |
| 0.9657 | 387.23 | |
| 0.0300 | 10.36 |
Estimation Period:
Feb 6, 1991 to Feb 13, 2026
Feb 6, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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