Araxi Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.15% (+4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3746 | 13.04 | |
| 0.0662 | 7.67 | |
| 0.6889 | 39.03 | |
| 0.1206 | 4.60 |
Estimation Period:
Oct 16, 2015 to Feb 13, 2026
Oct 16, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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