Continental Securities Limit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.93% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 5.11 | |
| 0.2286 | 10.57 | |
| 0.7990 | 79.03 | |
| -0.0552 | -1.81 |
Estimation Period:
Jan 8, 2015 to Feb 6, 2026
Jan 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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