Duke Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.05% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 6.43 | |
| 0.0185 | 5.38 | |
| 0.9257 | 242.21 | |
| 0.0967 | 11.38 |
Estimation Period:
Jul 10, 2012 to Feb 6, 2026
Jul 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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