First Real Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.29% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 11.92 | |
| 0.0935 | 14.46 | |
| 0.8581 | 116.62 | |
| 0.0969 | 4.74 |
Estimation Period:
Oct 18, 2018 to Feb 6, 2026
Oct 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Real Jsc Analyses
Other GJR-GARCH Analyses on International Equities