Richard Pieris & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.17% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 13.53 | |
| 0.0752 | 17.03 | |
| 0.9236 | 340.79 | |
| -0.0042 | -0.60 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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