Simplex Papers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.50% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3749 | 16.00 | |
| 0.1517 | 11.80 | |
| 0.7856 | 111.53 | |
| 0.0020 | 0.09 |
Estimation Period:
Jan 22, 2013 to Feb 6, 2026
Jan 22, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Simplex Papers Ltd Analyses
Other GJR-GARCH Analyses on International Equities