Ruby Mills Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.00% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0794 | 21.79 | |
| 0.1978 | 18.06 | |
| 0.6339 | 53.92 | |
| -0.0390 | -2.06 |
Estimation Period:
Jul 4, 2003 to Feb 6, 2026
Jul 4, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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