Putprop Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:161.50% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2095 | 10.28 | |
| 0.0565 | 7.80 | |
| 0.9406 | 300.98 | |
| -0.0081 | -0.68 |
Estimation Period:
Jan 5, 1990 to Dec 31, 2025
Jan 5, 1990 to Dec 31, 2025
News Impact Curve
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