Rbl Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.42% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 7.27 | |
| 0.0302 | 10.90 | |
| 0.9484 | 323.70 | |
| 0.0336 | 6.18 |
Estimation Period:
Aug 31, 2016 to Feb 6, 2026
Aug 31, 2016 to Feb 6, 2026
News Impact Curve
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