Comp SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:84.76% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.57 | |
| 0.0674 | 0.27 | |
| 0.8231 | 42.03 | |
| -0.0674 | -0.16 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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