Squirrel Media S A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.75% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0760 | 3.96 | |
| 0.0927 | 5.09 | |
| 0.9027 | 87.36 | |
| 0.0092 | 0.47 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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