Aegon Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.78% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 9.44 | |
| 0.0105 | 4.20 | |
| 0.9557 | 516.04 | |
| 0.0546 | 15.15 |
Estimation Period:
Jun 9, 1998 to Feb 6, 2026
Jun 9, 1998 to Feb 6, 2026
News Impact Curve
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