Sentia ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.42% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8789 | 8.33 | |
| 0.4088 | 5.03 | |
| 0.4354 | 9.67 | |
| -0.4088 | -4.69 |
Estimation Period:
Jun 13, 2025 to Feb 6, 2026
Jun 13, 2025 to Feb 6, 2026
News Impact Curve
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