SAF Tehnika AS GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.31% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7861 | 15.99 | |
| 0.2145 | 13.27 | |
| 0.7339 | 74.96 | |
| -0.0631 | -2.83 |
Estimation Period:
Jan 18, 2005 to Feb 6, 2026
Jan 18, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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