Ifirma Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.16% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9259 | 12.73 | |
| 0.0863 | 11.61 | |
| 0.7930 | 66.44 | |
| 0.0552 | 3.05 |
Estimation Period:
Dec 11, 2008 to Feb 6, 2026
Dec 11, 2008 to Feb 6, 2026
News Impact Curve
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