Martin Burn Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:74.39% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1003 | 12.65 | |
| 0.0702 | 18.24 | |
| 0.9324 | 501.01 | |
| -0.0179 | -3.02 |
Estimation Period:
Jul 23, 2007 to Jan 30, 2026
Jul 23, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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