Arbonia Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.28% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4527 | 18.26 | |
| 0.0408 | 9.92 | |
| 0.8345 | 130.10 | |
| 0.0858 | 6.53 |
Estimation Period:
Jul 2, 1993 to Feb 13, 2026
Jul 2, 1993 to Feb 13, 2026
News Impact Curve
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