Spur Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.19% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2221 | 18.31 | |
| 0.0817 | 16.68 | |
| 0.8659 | 190.27 | |
| 0.0156 | 1.61 |
Estimation Period:
Nov 29, 1999 to Feb 6, 2026
Nov 29, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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