Fidelity Bank PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.65% (-4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4983 | 20.68 | |
| 0.1671 | 15.70 | |
| 0.7903 | 129.02 | |
| -0.0151 | -0.77 |
Estimation Period:
Feb 9, 2007 to Feb 6, 2026
Feb 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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