Santova Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.80% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1056 | 6.42 | |
| 0.0439 | 14.46 | |
| 0.9229 | 427.84 | |
| 0.0665 | 8.35 |
Estimation Period:
Dec 3, 1998 to Feb 13, 2026
Dec 3, 1998 to Feb 13, 2026
News Impact Curve
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