International Steels Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.97% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4499 | 16.64 | |
| 0.0792 | 12.86 | |
| 0.8282 | 118.44 | |
| 0.0386 | 3.02 |
Estimation Period:
Jun 1, 2011 to Feb 6, 2026
Jun 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other International Steels Ltd Analyses
Other GJR-GARCH Analyses on International Equities