Change Financial Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.31% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1535 | 14.62 | |
| 0.1363 | 12.36 | |
| 0.8485 | 156.75 | |
| -0.0178 | -0.90 |
Estimation Period:
Jun 30, 2016 to Feb 6, 2026
Jun 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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