Nel Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.84% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8982 | 12.59 | |
| 0.0736 | 12.68 | |
| 0.8620 | 131.54 | |
| 0.1059 | 8.12 |
Estimation Period:
Apr 18, 2006 to Feb 13, 2026
Apr 18, 2006 to Feb 13, 2026
News Impact Curve
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