Everest Securities Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.64% (+4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0724 | 14.35 | |
| 0.1373 | 9.27 | |
| 0.7704 | 72.21 | |
| -0.0051 | -0.21 |
Estimation Period:
Jun 26, 2019 to Feb 6, 2026
Jun 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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