Hatton National Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.89% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 9.30 | |
| 0.0662 | 10.28 | |
| 0.9351 | 257.18 | |
| -0.0039 | -0.46 |
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Feb 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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