D. P. Abhushan Lim GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.89% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2228 | 9.11 | |
| 0.1022 | 7.24 | |
| 0.6671 | 22.27 | |
| 0.0001 | 0.00 |
Estimation Period:
Oct 25, 2017 to Feb 6, 2026
Oct 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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