Ugro Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.84% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1113 | 13.41 | |
| 0.1351 | 7.99 | |
| 0.8688 | 239.88 | |
| -0.0136 | -0.45 |
Estimation Period:
Oct 30, 2008 to Feb 6, 2026
Oct 30, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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