Trust Modaraba GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:90.21% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6201 | 11.23 | |
| 0.0323 | 8.08 | |
| 0.9456 | 327.07 | |
| 0.0236 | 3.06 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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