Adveritas Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:94.42% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3572 | 8.43 | |
| 0.0281 | 8.64 | |
| 0.9508 | 271.49 | |
| 0.0165 | 2.19 |
Estimation Period:
Dec 18, 2012 to Feb 13, 2026
Dec 18, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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