Insignia Financial Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.22% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3268 | 2.74 | |
| 0.0217 | 1.14 | |
| 0.6004 | 10.20 | |
| 0.3318 | 1.72 |
Estimation Period:
Oct 29, 2024 to Feb 6, 2026
Oct 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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