Salmar Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.84% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2043 | 13.16 | |
| 0.0360 | 10.57 | |
| 0.9015 | 227.89 | |
| 0.0721 | 8.03 |
Estimation Period:
May 17, 2007 to Feb 6, 2026
May 17, 2007 to Feb 6, 2026
News Impact Curve
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