EVZ Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.86% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4277 | 9.99 | |
| 0.0332 | 10.99 | |
| 0.9257 | 313.90 | |
| 0.0720 | 10.80 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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