LWSA SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.58% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7842 | 12.76 | |
| 0.0836 | 11.00 | |
| 0.8466 | 106.03 | |
| 0.0480 | 2.35 |
Estimation Period:
Feb 6, 2020 to Feb 6, 2026
Feb 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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