Ninety One Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.16% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 6.37 | |
| 0.0249 | 2.87 | |
| 0.9212 | 79.88 | |
| 0.0104 | 0.79 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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