Equital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:29.75% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 9.77 | |
| 0.0117 | 9.94 | |
| 0.9702 | 866.22 | |
| 0.0321 | 14.11 |
Estimation Period:
Jan 23, 1995 to Feb 6, 2026
Jan 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities