Thal Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.68% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0729 | 9.91 | |
| 0.0553 | 14.84 | |
| 0.9303 | 313.75 | |
| 0.0081 | 1.16 |
Estimation Period:
Mar 10, 1995 to Feb 6, 2026
Mar 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities