Data#3 Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.12% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2140 | 12.62 | |
| 0.0349 | 15.47 | |
| 0.9081 | 225.44 | |
| 0.0579 | 9.99 |
Estimation Period:
Dec 23, 1997 to Feb 6, 2026
Dec 23, 1997 to Feb 6, 2026
News Impact Curve
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