SASINI Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.71% (+15.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2390 | 12.85 | |
| 0.1422 | 14.15 | |
| 0.7718 | 60.30 | |
| -0.0706 | -4.19 |
Estimation Period:
Jan 25, 1991 to Feb 6, 2026
Jan 25, 1991 to Feb 6, 2026
News Impact Curve
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