Taaza International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:8.11% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 6.53 | |
| 0.0457 | 10.17 | |
| 0.9455 | 313.17 | |
| 0.0142 | 1.70 |
Estimation Period:
Sep 10, 2010 to May 30, 2025
Sep 10, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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