IBI MANAGING&UNDERWRITING Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:23.47% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1103 | 10.64 | |
| 0.0374 | 9.21 | |
| 0.9081 | 163.29 | |
| 0.0438 | 5.10 |
Estimation Period:
Mar 8, 2010 to Feb 12, 2026
Mar 8, 2010 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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