Jaiz Bank PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.41% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4973 | 18.24 | |
| 0.1564 | 12.53 | |
| 0.7528 | 82.44 | |
| -0.0335 | -1.62 |
Estimation Period:
Feb 14, 2017 to Feb 13, 2026
Feb 14, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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