Versabank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.27% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3754 | 14.58 | |
| 0.1294 | 12.40 | |
| 0.7831 | 86.92 | |
| 0.0499 | 2.10 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
News Impact Curve
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