Saunders International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.88% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8929 | 12.98 | |
| 0.1642 | 12.89 | |
| 0.7697 | 81.90 | |
| -0.0124 | -0.72 |
Estimation Period:
Dec 5, 2007 to Feb 6, 2026
Dec 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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