Intermaket Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.94% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2983 | 16.60 | |
| 0.0912 | 21.06 | |
| 0.8838 | 223.75 | |
| 0.0179 | 1.95 |
Estimation Period:
Apr 9, 2008 to Feb 6, 2026
Apr 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Intermaket Securities Ltd Analyses
Other GJR-GARCH Analyses on International Equities