Prim SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.42% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1309 | 6.50 | |
| 0.0840 | 10.91 | |
| 0.8798 | 83.90 | |
| -0.0006 | -0.05 |
Estimation Period:
May 3, 1993 to Feb 6, 2026
May 3, 1993 to Feb 6, 2026
News Impact Curve
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