Rakon Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.02% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8169 | 18.45 | |
| 0.2084 | 11.38 | |
| 0.6618 | 38.01 | |
| -0.0131 | -0.44 |
Estimation Period:
May 17, 2006 to Feb 5, 2026
May 17, 2006 to Feb 5, 2026
News Impact Curve
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