S&P Cote D'Iviore Broad Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.31% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1703 | 18.99 | |
| 0.2055 | 12.42 | |
| 0.5569 | 39.73 | |
| -0.0217 | -0.79 |
Estimation Period:
Jul 30, 2008 to Apr 4, 2025
Jul 30, 2008 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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