Emka AD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:101.02% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2019 | 6.30 | |
| 0.0498 | 7.56 | |
| 0.9309 | 233.01 | |
| -0.0112 | -1.13 |
Estimation Period:
Nov 1, 2006 to Feb 6, 2026
Nov 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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