Strauss Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.19% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 9.17 | |
| 0.0181 | 11.28 | |
| 0.9605 | 754.48 | |
| 0.0365 | 9.62 |
Estimation Period:
Nov 11, 1998 to Feb 6, 2026
Nov 11, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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