NEXOME Capital Markets Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.43% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2068 | 13.03 | |
| 0.0745 | 10.39 | |
| 0.8961 | 243.43 | |
| 0.0276 | 2.09 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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