Frontier Capital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.50% (+4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 7.21 | |
| 0.2653 | 16.86 | |
| 0.6652 | 62.11 | |
| 0.1391 | 4.25 |
Estimation Period:
Jul 4, 2000 to Feb 6, 2026
Jul 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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