Standard Chartered PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.94% (+13.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 17.43 | |
| 0.0234 | 16.61 | |
| 0.9372 | 543.61 | |
| 0.0629 | 16.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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