Ava Risk Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.43% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4967 | 6.46 | |
| 0.0103 | 7.19 | |
| 0.9480 | 230.32 | |
| 0.0526 | 6.98 |
Estimation Period:
May 11, 2015 to Feb 13, 2026
May 11, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ava Risk Group Limited Analyses
Other GJR-GARCH Analyses on International Equities