Sumit Woods Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:80.95% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3892 | 7.71 | |
| 0.1078 | 9.65 | |
| 0.8737 | 92.48 | |
| -0.0134 | -0.85 |
Estimation Period:
Sep 10, 2018 to Feb 13, 2026
Sep 10, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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