Versabank GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.48% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6963 | 8.72 | |
| 0.0993 | 6.31 | |
| 0.7180 | 31.25 | |
| 0.0632 | 1.77 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
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