Forbes & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.51% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5187 | 22.01 | |
| 0.1331 | 17.92 | |
| 0.8334 | 194.36 | |
| -0.0148 | -1.10 |
Estimation Period:
Sep 16, 1994 to Feb 6, 2026
Sep 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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