Vertoz Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.28% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9902 | 9.22 | |
| 0.2047 | 9.56 | |
| 0.4719 | 16.35 | |
| 0.1167 | 2.51 |
Estimation Period:
Nov 24, 2017 to Feb 6, 2026
Nov 24, 2017 to Feb 6, 2026
News Impact Curve
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