Investor Centre Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:504.21% (-10.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7200 | 5.49 | |
| 0.0127 | 3.04 | |
| 0.9597 | 294.37 | |
| 0.0469 | 5.52 |
Estimation Period:
Jul 31, 2006 to Aug 29, 2025
Jul 31, 2006 to Aug 29, 2025
News Impact Curve
Volatility Forecasts
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