Qube Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.99% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1518 | 17.57 | |
| 0.1075 | 19.58 | |
| 0.8149 | 127.04 | |
| 0.0968 | 5.28 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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