Vallibel One Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.02% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1529 | 10.76 | |
| 0.1061 | 12.47 | |
| 0.8627 | 120.79 | |
| 0.0164 | 1.18 |
Estimation Period:
Jul 12, 2011 to Feb 6, 2026
Jul 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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