Prime Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.06% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 8.61 | |
| 0.0253 | 13.85 | |
| 0.9652 | 585.69 | |
| 0.0190 | 6.81 |
Estimation Period:
Apr 3, 1995 to Feb 6, 2026
Apr 3, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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