Refex Renewables & Infra GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.74% (+7.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 4.10 | |
| 0.2270 | 15.53 | |
| 0.7984 | 70.58 | |
| -0.0508 | -3.30 |
Estimation Period:
Nov 14, 2011 to Feb 6, 2026
Nov 14, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Refex Renewables & Infra Analyses
Other GJR-GARCH Analyses on International Equities