Afry Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.95% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1529 | 10.22 | |
| 0.0028 | 0.99 | |
| 0.9369 | 238.87 | |
| 0.0641 | 7.27 |
Estimation Period:
Jul 23, 2018 to Feb 13, 2026
Jul 23, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities