Argo Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.60% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 21.52 | |
| 0.0988 | 25.42 | |
| 0.8911 | 383.61 | |
| 0.0061 | 0.89 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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