Systems Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.85% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1548 | 8.11 | |
| 0.0685 | 10.31 | |
| 0.9151 | 157.45 | |
| -0.0236 | -2.10 |
Estimation Period:
Feb 6, 2015 to Feb 6, 2026
Feb 6, 2015 to Feb 6, 2026
News Impact Curve
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