Vintage Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.31% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 7.66 | |
| 0.0327 | 1.77 | |
| 0.9506 | 236.01 | |
| 0.0231 | 0.50 |
Estimation Period:
Oct 14, 2013 to Feb 13, 2026
Oct 14, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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