Pointpack Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.25% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5048 | 7.39 | |
| 0.1690 | 6.65 | |
| 0.6898 | 23.41 | |
| -0.0270 | -0.59 |
Estimation Period:
Nov 19, 2018 to Feb 13, 2026
Nov 19, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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