Netbay PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:52.58% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2036 | 6.14 | |
| 0.0492 | 5.78 | |
| 0.9202 | 91.63 | |
| -0.0110 | -1.05 |
Estimation Period:
Jun 16, 2016 to Feb 27, 2026
Jun 16, 2016 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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