Central Depository GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.56% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0867 | 9.31 | |
| 0.0291 | 8.21 | |
| 0.9469 | 329.92 | |
| 0.0191 | 1.97 |
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Jun 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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