Netbay PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.36% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1738 | 6.78 | |
| 0.0468 | 6.66 | |
| 0.9239 | 109.61 | |
| -0.0044 | -0.49 |
Estimation Period:
Jun 16, 2016 to Feb 6, 2026
Jun 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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