Vallibel Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.55% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3006 | 7.71 | |
| 0.1240 | 11.22 | |
| 0.8299 | 97.02 | |
| 0.0081 | 0.41 |
Estimation Period:
May 4, 2010 to Feb 6, 2026
May 4, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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