Datawalk Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.01% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3599 | 9.82 | |
| 0.1053 | 14.57 | |
| 0.8223 | 89.29 | |
| 0.0335 | 2.02 |
Estimation Period:
Aug 20, 2012 to Feb 6, 2026
Aug 20, 2012 to Feb 6, 2026
News Impact Curve
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