Infra SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.77% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7071 | 16.48 | |
| 0.1266 | 10.25 | |
| 0.8160 | 109.31 | |
| -0.0308 | -1.52 |
Estimation Period:
Jun 23, 2015 to Feb 6, 2026
Jun 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities