Polson Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.21% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6066 | 19.99 | |
| 0.2367 | 10.58 | |
| 0.4382 | 22.51 | |
| -0.1013 | -3.53 |
Estimation Period:
May 14, 2013 to Feb 6, 2026
May 14, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities