Ig Petrochemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.01% (+7.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3539 | 15.53 | |
| 0.0819 | 23.48 | |
| 0.8879 | 314.65 | |
| 0.0334 | 4.68 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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