Verbrec Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:94.68% (+26.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0431 | 13.51 | |
| 0.2002 | 16.30 | |
| 0.7286 | 47.16 | |
| -0.0653 | -3.74 |
Estimation Period:
Dec 11, 2007 to Feb 6, 2026
Dec 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities