Hydrix Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:103.62% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6363 | 8.99 | |
| 0.0654 | 9.92 | |
| 0.8780 | 161.63 | |
| 0.0966 | 6.58 |
Estimation Period:
May 11, 2001 to Feb 6, 2026
May 11, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities