Vector Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.59% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 17.01 | |
| 0.0644 | 13.77 | |
| 0.8904 | 241.63 | |
| 0.0302 | 3.69 |
Estimation Period:
Aug 15, 2005 to Feb 5, 2026
Aug 15, 2005 to Feb 5, 2026
News Impact Curve
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