Vrg Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.23% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 14.81 | |
| 0.0642 | 20.83 | |
| 0.9174 | 391.56 | |
| 0.0206 | 3.07 |
Estimation Period:
Dec 31, 1993 to Feb 6, 2026
Dec 31, 1993 to Feb 6, 2026
News Impact Curve
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