Summit Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.72% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7839 | 15.08 | |
| 0.1144 | 14.72 | |
| 0.7861 | 88.33 | |
| 0.0237 | 1.49 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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