IFAD Autos PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.12% (+3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 5.61 | |
| 0.1278 | 14.99 | |
| 0.8605 | 177.87 | |
| 0.0234 | 1.33 |
Estimation Period:
Feb 9, 2015 to Feb 5, 2026
Feb 9, 2015 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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