Datagroup Se GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.59% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 10.19 | |
| 0.0291 | 12.49 | |
| 0.9297 | 321.14 | |
| 0.0591 | 8.27 |
Estimation Period:
Sep 14, 2006 to Feb 6, 2026
Sep 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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