Spectur Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.76% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6309 | 9.86 | |
| 0.1079 | 9.10 | |
| 0.8740 | 104.73 | |
| -0.0579 | -3.67 |
Estimation Period:
Aug 1, 2017 to Feb 6, 2026
Aug 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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