Vstecs BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.32% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2966 | 11.20 | |
| 0.1417 | 14.68 | |
| 0.8046 | 85.31 | |
| -0.0152 | -1.05 |
Estimation Period:
Apr 16, 2010 to Feb 6, 2026
Apr 16, 2010 to Feb 6, 2026
News Impact Curve
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