Poxel SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.57% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.22 | |
| 0.3612 | 9.72 | |
| 0.5198 | 36.27 | |
| -0.0786 | -1.16 |
Estimation Period:
Feb 5, 2015 to Feb 13, 2026
Feb 5, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities