Halyk Savings Bank of Kazakhst GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.84% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1145 | 13.67 | |
| 0.0398 | 9.67 | |
| 0.9104 | 226.51 | |
| 0.0603 | 5.87 |
Estimation Period:
Apr 9, 2009 to Feb 6, 2026
Apr 9, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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