Effwa Infra & Research Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.48% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4488 | 8.13 | |
| 0.1989 | 8.26 | |
| 0.6659 | 33.82 | |
| -0.0468 | -1.20 |
Estimation Period:
Jul 12, 2024 to Feb 6, 2026
Jul 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Effwa Infra & Research Ltd Analyses
Other GJR-GARCH Analyses on International Equities