Ashima Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.06% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8995 | 12.67 | |
| 0.0592 | 13.59 | |
| 0.8604 | 127.35 | |
| 0.0548 | 5.02 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
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