Raigam Wayamba Salterns GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.29% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5643 | 19.13 | |
| 0.1426 | 14.53 | |
| 0.7128 | 68.55 | |
| 0.0303 | 1.23 |
Estimation Period:
Apr 29, 2010 to Feb 6, 2026
Apr 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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