Comp SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.89% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4579 | 17.13 | |
| 0.0744 | 13.41 | |
| 0.7848 | 92.16 | |
| 0.0797 | 6.04 |
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Jan 20, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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