Integra Essentia Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.92% (-3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0849 | 8.97 | |
| 0.0747 | 7.65 | |
| 0.8990 | 143.16 | |
| 0.0362 | 2.56 |
Estimation Period:
Aug 20, 2013 to Feb 6, 2026
Aug 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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