Spectrum Foods Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.58% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1585 | 15.57 | |
| 0.1558 | 14.90 | |
| 0.8494 | 181.00 | |
| -0.0382 | -2.32 |
Estimation Period:
Jun 5, 2012 to Feb 6, 2026
Jun 5, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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