One SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:64.21% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2035 | 13.43 | |
| 0.1092 | 11.81 | |
| 0.8488 | 124.69 | |
| -0.0181 | -1.24 |
Estimation Period:
Jan 19, 2010 to Jan 30, 2026
Jan 19, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities