Steel Strips Infrastructure GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.88% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 12.20 | |
| 0.1389 | 8.48 | |
| 0.8640 | 199.08 | |
| -0.0059 | -0.18 |
Estimation Period:
Nov 19, 2013 to Feb 6, 2026
Nov 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Steel Strips Infrastructure Analyses
Other GJR-GARCH Analyses on International Equities