Jasmine International PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.16% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7537 | 19.20 | |
| 0.1559 | 20.91 | |
| 0.7765 | 128.13 | |
| 0.0946 | 4.72 |
Estimation Period:
Sep 8, 1994 to Feb 6, 2026
Sep 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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