Valor Estate Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.17% (-9.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9358 | 17.41 | |
| 0.1345 | 13.44 | |
| 0.7225 | 59.98 | |
| -0.0090 | -0.54 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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