Igi Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.42% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4410 | 23.34 | |
| 0.1353 | 20.13 | |
| 0.7884 | 137.94 | |
| 0.0044 | 0.36 |
Estimation Period:
Sep 5, 2001 to Feb 13, 2026
Sep 5, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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