Info-Quest Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.72% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4254 | 23.67 | |
| 0.1545 | 16.14 | |
| 0.7853 | 129.93 | |
| 0.0566 | 3.86 |
Estimation Period:
Dec 16, 1998 to Feb 13, 2026
Dec 16, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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