Tadvest Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.88% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1265 | 16.22 | |
| 0.1235 | 9.02 | |
| 0.7950 | 78.73 | |
| -0.0653 | -2.81 |
Estimation Period:
Feb 8, 2016 to Feb 6, 2026
Feb 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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