Romi Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.18% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5270 | 8.89 | |
| 0.0657 | 9.89 | |
| 0.8662 | 88.90 | |
| 0.0094 | 0.89 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
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