T-Cap Securities JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.17% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4240 | 14.50 | |
| 0.1635 | 17.13 | |
| 0.7806 | 85.67 | |
| 0.0007 | 0.05 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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