Prag Bosimi Synthetics Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.45% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9614 | 15.75 | |
| 0.1251 | 11.55 | |
| 0.8075 | 112.11 | |
| -0.0360 | -2.28 |
Estimation Period:
Sep 4, 2008 to Feb 13, 2026
Sep 4, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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